+1,474.6%
HWM vs W
+212.4%
+1,262.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +7.3% | +0.2% | +7.1% | +7.3% |
| 30D | +1.6% | +6.8% | -5.2% | +0.6% |
| 3M | -21.9% | +10.7% | -32.5% | -23.1% |
| 6M | -19.0% | +86.3% | -105.4% | -25.8% |
| YTD | +7.9% | +11.5% | -3.5% | +4.1% |
| 1Y | +9.9% | +5.1% | +4.8% | +6.6% |
| 3Y | +342.1% | +171.0% | +171.1% | +264.1% |
| 5Y | +600.8% | -56.6% | +657.4% | +545.6% |
| All | +1,474.6% | +212.4% | +1,262.2% | +780.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling