+4.4%
HWM vs WCN
+16.1%
-11.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.8% | -7.0% | -3.7% |
| 7D | +9.4% | +6.7% | +2.7% | +11.0% |
| 30D | -7.0% | +24.3% | -31.3% | -2.8% |
| 3M | -25.9% | +16.1% | -42.0% | -23.3% |
| 6M | -10.8% | +19.9% | -30.8% | -7.3% |
| YTD | +4.3% | +10.1% | -5.8% | +8.2% |
| 1Y | +4.4% | +14.4% | -10.0% | +6.4% |
| All | +4.4% | +16.1% | -11.7% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling