+1,773.8%
HWM vs WCN
+251.9%
+1,522.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | -2.1% | -0.6% | -1.5% | -1.8% |
| 30D | -11.0% | +0.4% | -11.4% | -11.3% |
| 3M | +4.0% | +7.3% | -3.3% | -1.0% |
| 6M | -0.2% | -2.5% | +2.3% | -0.2% |
| YTD | +26.7% | -5.4% | +32.0% | +28.0% |
| 1Y | +44.7% | -8.5% | +53.2% | +48.7% |
| 3Y | +426.1% | +20.8% | +405.3% | +341.2% |
| 5Y | +738.5% | +30.0% | +708.5% | +550.5% |
| All | +1,773.8% | +251.9% | +1,522.0% | +747.9% |
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