+1,387.4%
HWM vs W
+236.6%
+1,150.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.5% |
| 3M | -28.9% | +7.4% | -36.3% | -29.8% |
| 6M | -19.7% | +69.3% | -89.0% | -25.6% |
| YTD | +0.5% | +11.3% | -10.7% | -3.0% |
| 1Y | +0.3% | +13.2% | -13.0% | -3.7% |
| 3Y | +325.8% | +142.0% | +183.8% | +254.7% |
| 5Y | +524.7% | -54.6% | +579.4% | +472.5% |
| 10Y | +1,491.8% | +243.7% | +1,248.1% | +765.3% |
| All | +1,387.4% | +236.6% | +1,150.9% | +708.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling