+1,773.8%
HWM vs W
+199.5%
+1,574.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.8% |
| 7D | -2.1% | -4.2% | +2.1% | -1.6% |
| 30D | -11.0% | -7.6% | -3.4% | -10.3% |
| 3M | +4.0% | +37.2% | -33.1% | -0.8% |
| 6M | -0.2% | +26.3% | -26.5% | -4.4% |
| YTD | +26.7% | -1.0% | +27.6% | +24.3% |
| 1Y | +44.7% | +20.1% | +24.6% | +37.8% |
| 3Y | +426.1% | +37.8% | +388.3% | +366.1% |
| 5Y | +738.5% | -63.7% | +802.2% | +689.6% |
| All | +1,773.8% | +199.5% | +1,574.3% | +935.4% |
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