+1,524.1%
HWM vs WM
+339.4%
+1,184.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.8% |
| 7D | +3.4% | +1.2% | +2.2% | +2.5% |
| 30D | -7.5% | +13.1% | -20.6% | -15.1% |
| 3M | -28.9% | +3.6% | -32.5% | -31.0% |
| 6M | -19.6% | +8.1% | -27.7% | -25.0% |
| YTD | +0.6% | +8.9% | -8.3% | -7.6% |
| 1Y | +0.3% | +20.3% | -20.0% | -14.3% |
| 3Y | +326.1% | +46.2% | +280.0% | +203.3% |
| 5Y | +525.2% | +59.9% | +465.3% | +303.6% |
| All | +1,524.1% | +339.4% | +1,184.7% | +388.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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