+645.2%
HWM vs WSM
+182.5%
+462.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -8.0% | +2.6% | -10.7% | -8.6% |
| 30D | -18.0% | -9.3% | -8.7% | -16.1% |
| 3M | -9.5% | +7.1% | -16.6% | -11.2% |
| 6M | -8.4% | +21.7% | -30.1% | -12.8% |
| YTD | +13.6% | +28.7% | -15.1% | +6.6% |
| 1Y | +30.2% | +13.9% | +16.4% | +25.2% |
| 3Y | +392.2% | +232.2% | +160.1% | +256.4% |
| 5Y | +645.2% | +176.4% | +468.8% | +430.5% |
| All | +645.2% | +182.5% | +462.7% | +430.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling