+1,513.6%
HWM vs WSM
+1,261.0%
+252.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.7% |
| 7D | +11.1% | -3.2% | +14.3% | +12.0% |
| 30D | +3.0% | +4.6% | -1.7% | +1.6% |
| 3M | -20.7% | +2.4% | -23.2% | -21.4% |
| 6M | -17.2% | +43.7% | -60.9% | -25.0% |
| YTD | +9.1% | +42.1% | -33.0% | -1.2% |
| 1Y | +9.0% | +32.3% | -23.2% | +0.5% |
| 3Y | +353.8% | +253.0% | +100.8% | +209.2% |
| 5Y | +608.0% | +161.3% | +446.8% | +401.3% |
| 10Y | +1,510.3% | +1,105.9% | +404.4% | +558.6% |
| All | +1,513.6% | +1,261.0% | +252.6% | +546.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling