+325.8%
HWM vs W
+123.5%
+202.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.9% | +2.6% |
| 7D | +3.3% | -3.6% | +6.9% | +3.6% |
| 30D | -7.6% | +7.0% | -14.6% | -8.6% |
| 3M | -28.9% | +7.4% | -36.3% | -29.9% |
| 6M | -19.7% | +69.3% | -89.0% | -26.6% |
| YTD | +0.5% | +11.3% | -10.7% | -3.5% |
| 1Y | +0.3% | +13.2% | -13.0% | -4.3% |
| 3Y | +325.8% | +142.0% | +183.8% | +247.0% |
| All | +325.8% | +123.5% | +202.4% | +247.0% |
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