+1,773.8%
HWM vs WAB
+284.2%
+1,489.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| YTD | +26.7% | +33.0% | -6.3% | +3.3% |
| 1Y | +44.7% | +46.7% | -1.9% | +10.0% |
| 3Y | +426.1% | +153.0% | +273.1% | +171.2% |
| 5Y | +738.5% | +222.3% | +516.2% | +261.6% |
| All | +1,773.8% | +284.2% | +1,489.6% | +487.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling