+655.5%
HWM vs WCN
+30.9%
+624.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.0% | -9.7% | -10.4% |
| 7D | -9.2% | -0.4% | -8.7% | -9.0% |
| 30D | -17.9% | -2.1% | -15.7% | -17.3% |
| 3M | -6.0% | +6.4% | -12.4% | -8.5% |
| 6M | -7.4% | -3.7% | -3.7% | -6.6% |
| YTD | +13.1% | -6.4% | +19.5% | +14.8% |
| 1Y | +29.3% | -7.9% | +37.2% | +32.0% |
| 3Y | +389.9% | +20.8% | +369.1% | +337.9% |
| 5Y | +655.5% | +29.0% | +626.6% | +549.0% |
| All | +655.5% | +30.9% | +624.6% | +549.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling