+72.7%
HWM vs WETO
-99.4%
+172.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.2% | +0.8% |
| 7D | -11.4% | -4.3% | -7.1% | -11.4% |
| 30D | -18.5% | -39.9% | +21.4% | -19.0% |
| 3M | -13.2% | -97.9% | +84.7% | -14.9% |
| 6M | -8.7% | -95.0% | +86.4% | -9.5% |
| YTD | +12.2% | -97.2% | +109.3% | +11.5% |
| 1Y | +24.9% | -98.9% | +123.8% | +25.0% |
| All | +72.7% | -99.4% | +172.1% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling