+1,573.3%
HWM vs WCC
+559.7%
+1,013.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +2.5% | -13.2% | -11.8% |
| 7D | -9.2% | +8.5% | -17.6% | -12.6% |
| 30D | -17.9% | -1.0% | -16.9% | -18.0% |
| 3M | -6.0% | +2.1% | -8.2% | -8.2% |
| 6M | -7.4% | +36.8% | -44.2% | -21.6% |
| YTD | +13.1% | +47.7% | -34.6% | -8.2% |
| 1Y | +29.3% | +66.5% | -37.2% | -1.8% |
| 3Y | +389.9% | +134.2% | +255.8% | +188.0% |
| 5Y | +655.5% | +231.6% | +423.9% | +239.1% |
| All | +1,573.3% | +559.7% | +1,013.6% | +290.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling