+1,474.6%
HWM vs WCN
+322.1%
+1,152.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | +7.3% | +2.6% | +4.7% | +5.9% |
| 30D | +1.6% | +23.9% | -22.4% | -10.5% |
| 3M | -21.9% | +17.4% | -39.3% | -29.1% |
| 6M | -19.0% | +28.0% | -47.1% | -30.8% |
| YTD | +7.9% | +11.6% | -3.6% | -1.1% |
| 1Y | +9.9% | +16.9% | -6.9% | -2.4% |
| 3Y | +342.1% | +51.6% | +290.5% | +222.1% |
| 5Y | +600.8% | +48.0% | +552.8% | +407.4% |
| All | +1,474.6% | +322.1% | +1,152.5% | +448.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling