+1,581.2%
HWM vs WAB
+281.0%
+1,300.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.4% |
| 7D | -8.0% | +0.2% | -8.3% | -8.2% |
| 30D | -18.0% | -4.6% | -13.5% | -15.5% |
| 3M | -9.5% | +5.6% | -15.1% | -13.6% |
| 6M | -8.4% | +13.8% | -22.2% | -16.9% |
| YTD | +13.6% | +31.9% | -18.2% | -6.9% |
| 1Y | +30.2% | +48.3% | -18.0% | -1.8% |
| 3Y | +392.2% | +167.1% | +225.1% | +144.3% |
| 5Y | +645.2% | +222.9% | +422.3% | +220.8% |
| All | +1,581.2% | +281.0% | +1,300.2% | +429.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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