+346.7%
HWM vs W
+160.9%
+185.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | +11.1% | -1.7% | +12.8% | +11.4% |
| 30D | +3.0% | +3.2% | -0.3% | +2.4% |
| 3M | -20.7% | +8.3% | -29.0% | -21.8% |
| 6M | -17.2% | +84.3% | -101.5% | -25.2% |
| YTD | +9.1% | +11.0% | -2.0% | +4.6% |
| 1Y | +9.0% | -0.2% | +9.3% | +5.9% |
| All | +346.7% | +160.9% | +185.8% | +261.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling