+655.9%
HWM vs WTW
+41.5%
+614.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.0% | +1.7% |
| 7D | -8.0% | -7.1% | -0.9% | -5.6% |
| 30D | -18.0% | -8.5% | -9.5% | -15.5% |
| 3M | -9.5% | +20.6% | -30.1% | -16.1% |
| 6M | -8.4% | +7.2% | -15.6% | -11.6% |
| YTD | +13.6% | -3.9% | +17.5% | +14.1% |
| 1Y | +30.2% | -3.6% | +33.8% | +30.2% |
| 3Y | +392.2% | +60.7% | +331.5% | +266.1% |
| All | +655.9% | +41.5% | +614.4% | +463.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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