+1,497.0%
HWM vs WTW
+204.5%
+1,292.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -2.0% |
| 7D | +7.3% | +2.0% | +5.3% | +6.2% |
| 30D | +1.6% | +12.9% | -11.3% | -4.9% |
| 3M | -21.9% | +0.7% | -22.6% | -22.7% |
| 6M | -19.0% | +39.5% | -58.5% | -33.2% |
| YTD | +7.9% | +3.1% | +4.8% | +2.8% |
| 1Y | +9.9% | +4.8% | +5.2% | +3.7% |
| 3Y | +342.1% | +42.9% | +299.2% | +238.6% |
| 5Y | +600.8% | +55.3% | +545.5% | +398.2% |
| 10Y | +1,493.8% | +217.2% | +1,276.7% | +638.6% |
| All | +1,497.0% | +204.5% | +1,292.5% | +645.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling