+30.2%
HWM vs WSM
+14.1%
+16.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -8.0% | +2.6% | -10.7% | -8.8% |
| 30D | -18.0% | -9.3% | -8.7% | -15.5% |
| 3M | -9.5% | +7.1% | -16.6% | -12.1% |
| 6M | -8.4% | +21.7% | -30.1% | -15.2% |
| YTD | +13.6% | +28.7% | -15.1% | +3.5% |
| 1Y | +30.2% | +13.9% | +16.4% | +20.9% |
| All | +30.2% | +14.1% | +16.1% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling