+30.2%
HWM vs WAB
+47.7%
-17.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.3% |
| 7D | -8.0% | +0.2% | -8.3% | -8.2% |
| 30D | -18.0% | -4.6% | -13.5% | -15.8% |
| 3M | -9.5% | +5.6% | -15.1% | -13.0% |
| 6M | -8.4% | +13.8% | -22.2% | -16.8% |
| YTD | +13.6% | +31.9% | -18.2% | -5.0% |
| 1Y | +30.2% | +48.3% | -18.0% | +2.0% |
| All | +30.2% | +47.7% | -17.5% | +2.0% |
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