+1,773.8%
HWM vs WSM
+1,132.5%
+641.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.0% |
| 7D | -2.1% | -3.3% | +1.2% | -1.3% |
| 30D | -11.0% | -8.4% | -2.6% | -9.0% |
| 3M | +4.0% | +9.7% | -5.6% | +1.3% |
| 6M | -0.2% | +16.7% | -16.9% | -4.5% |
| YTD | +26.7% | +28.7% | -2.0% | +18.0% |
| 1Y | +44.7% | +13.7% | +31.1% | +38.7% |
| 3Y | +426.1% | +230.1% | +196.0% | +264.2% |
| 5Y | +738.5% | +179.0% | +559.6% | +481.5% |
| All | +1,773.8% | +1,132.5% | +641.3% | +671.5% |
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 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