+1,388.5%
HWM vs WAB
+285.2%
+1,103.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.3% |
| 7D | +3.4% | +1.4% | +2.0% | +2.5% |
| 30D | -7.5% | +0.4% | -7.9% | -7.5% |
| 3M | -28.9% | -3.8% | -25.0% | -26.9% |
| 6M | -19.6% | +5.1% | -24.7% | -22.9% |
| YTD | +0.6% | +33.3% | -32.7% | -18.0% |
| 1Y | +0.3% | +39.8% | -39.5% | -21.0% |
| 3Y | +326.1% | +161.1% | +165.1% | +115.7% |
| 5Y | +525.2% | +209.5% | +315.7% | +177.6% |
| 10Y | +1,492.9% | +293.8% | +1,199.0% | +399.4% |
| All | +1,388.5% | +285.2% | +1,103.3% | +366.5% |
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