+1,547.2%
HWM vs WSM
+1,112.5%
+434.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.6% |
| 7D | -12.5% | +0.4% | -12.9% | -12.6% |
| 30D | -19.0% | -10.7% | -8.3% | -16.6% |
| 3M | -8.6% | +8.5% | -17.1% | -10.7% |
| 6M | -10.2% | +19.6% | -29.8% | -14.5% |
| YTD | +11.3% | +26.6% | -15.3% | +4.2% |
| 1Y | +24.3% | +12.0% | +12.3% | +19.6% |
| 3Y | +382.3% | +226.6% | +155.6% | +234.8% |
| 5Y | +640.6% | +174.1% | +466.5% | +416.1% |
| All | +1,547.2% | +1,112.5% | +434.6% | +581.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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