+1,352.0%
HWM vs WM
+344.2%
+1,007.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.6% |
| 7D | -2.4% | +4.5% | -6.9% | -5.2% |
| 30D | -13.3% | +16.1% | -29.3% | -21.5% |
| 3M | -31.0% | +8.0% | -39.1% | -34.8% |
| 6M | -17.1% | +8.4% | -25.6% | -22.8% |
| YTD | -1.9% | +11.2% | -13.1% | -10.9% |
| 1Y | -2.4% | +22.3% | -24.7% | -17.4% |
| 3Y | +322.2% | +50.2% | +271.9% | +195.5% |
| 5Y | +509.8% | +63.3% | +446.6% | +289.2% |
| 10Y | +1,453.8% | +355.0% | +1,098.8% | +325.5% |
| All | +1,352.0% | +344.2% | +1,007.8% | +303.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling