+1,520.0%
HWM vs WCN
+311.1%
+1,209.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.0% |
| 7D | +5.0% | +0.4% | +4.5% | +4.7% |
| 30D | +1.5% | +25.3% | -23.8% | -11.0% |
| 3M | -20.3% | +15.4% | -35.8% | -26.9% |
| 6M | -18.0% | +27.8% | -45.9% | -29.8% |
| YTD | +9.5% | +10.6% | -1.1% | +0.9% |
| 1Y | +7.5% | +15.8% | -8.3% | -4.1% |
| 3Y | +355.7% | +50.3% | +305.4% | +234.7% |
| 5Y | +610.2% | +46.9% | +563.3% | +417.9% |
| 10Y | +1,516.8% | +318.8% | +1,198.0% | +568.3% |
| All | +1,520.0% | +311.1% | +1,209.0% | +568.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling