+1,573.3%
HWM vs WTW
+194.5%
+1,378.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.8% | -7.9% | -9.3% |
| 7D | -9.2% | -2.7% | -6.4% | -7.7% |
| 30D | -17.9% | -5.6% | -12.2% | -15.5% |
| 3M | -6.0% | +26.5% | -32.5% | -17.6% |
| 6M | -7.4% | +8.1% | -15.5% | -12.7% |
| YTD | +13.1% | -0.3% | +13.4% | +10.3% |
| 1Y | +29.3% | -0.9% | +30.2% | +26.0% |
| 3Y | +389.9% | +66.6% | +323.3% | +239.4% |
| 5Y | +655.5% | +54.0% | +601.6% | +438.8% |
| All | +1,573.3% | +194.5% | +1,378.9% | +699.7% |
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