+1,497.0%
HWM vs WSM
+1,280.9%
+216.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | +7.3% | 0.0% | +7.3% | +7.3% |
| 30D | +1.6% | +5.1% | -3.5% | +0.1% |
| 3M | -21.9% | +5.1% | -27.0% | -23.1% |
| 6M | -19.0% | +48.6% | -67.6% | -27.3% |
| YTD | +7.9% | +44.2% | -36.2% | -2.6% |
| 1Y | +9.9% | +38.1% | -28.2% | +0.2% |
| 3Y | +342.1% | +257.2% | +84.9% | +200.3% |
| 5Y | +600.8% | +165.1% | +435.7% | +394.3% |
| 10Y | +1,493.8% | +1,123.6% | +370.2% | +549.4% |
| All | +1,497.0% | +1,280.9% | +216.1% | +537.0% |
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