+1,387.4%
HWM vs WCC
+436.9%
+950.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.3% | +1.5% |
| 7D | +3.3% | -14.7% | +18.0% | +10.7% |
| 30D | -7.6% | -20.1% | +12.5% | +1.8% |
| 3M | -28.9% | -21.2% | -7.8% | -21.8% |
| 6M | -19.7% | -19.2% | -0.5% | -13.6% |
| YTD | +0.5% | +20.2% | -19.7% | -10.9% |
| 1Y | +0.3% | +14.5% | -14.2% | -9.6% |
| 3Y | +325.8% | +115.1% | +210.7% | +157.9% |
| 5Y | +524.7% | +121.5% | +403.2% | +242.0% |
| 10Y | +1,491.8% | +468.1% | +1,023.7% | +304.7% |
| All | +1,387.4% | +436.9% | +950.6% | +278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling