+9.0%
HWM vs WAB
+44.7%
-35.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.4% |
| 7D | +11.1% | +7.9% | +3.2% | +5.6% |
| 30D | +3.0% | +4.9% | -1.9% | 0.0% |
| 3M | -20.7% | +1.8% | -22.5% | -21.7% |
| 6M | -17.2% | +12.0% | -29.2% | -23.0% |
| YTD | +9.1% | +41.3% | -32.2% | -12.2% |
| 1Y | +9.0% | +43.8% | -34.8% | -12.8% |
| All | +9.0% | +44.7% | -35.7% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling