+741.5%
HWM vs WAB
+222.7%
+518.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.0% |
| 7D | -2.1% | -3.2% | +1.1% | +0.1% |
| 30D | -11.0% | -4.4% | -6.5% | -8.2% |
| 3M | +4.0% | +7.9% | -3.8% | -2.0% |
| 6M | -0.2% | +8.7% | -8.9% | -6.7% |
| YTD | +26.7% | +33.0% | -6.3% | +2.8% |
| 1Y | +44.7% | +46.7% | -1.9% | +9.2% |
| 3Y | +426.1% | +153.0% | +273.1% | +163.7% |
| All | +741.5% | +222.7% | +518.7% | +235.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling