+1,581.2%
HWM vs WU
-38.3%
+1,619.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.8% |
| 7D | -8.0% | -4.9% | -3.1% | -6.1% |
| 30D | -18.0% | -1.3% | -16.7% | -17.7% |
| 3M | -9.5% | -3.6% | -5.9% | -10.2% |
| 6M | -8.4% | -24.3% | +16.0% | +0.4% |
| YTD | +13.6% | -21.1% | +34.7% | +21.5% |
| 1Y | +30.2% | -10.3% | +40.6% | +29.6% |
| 3Y | +392.2% | -28.4% | +420.6% | +424.4% |
| 5Y | +645.2% | -51.2% | +696.4% | +865.4% |
| All | +1,581.2% | -38.3% | +1,619.5% | +1,810.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling