+655.5%
HWM vs WU
-51.1%
+706.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.5% | -8.2% | -10.2% |
| 7D | -9.2% | -0.8% | -8.3% | -9.0% |
| 30D | -17.9% | -1.1% | -16.7% | -17.7% |
| 3M | -6.0% | -1.8% | -4.2% | -6.7% |
| 6M | -7.4% | -23.9% | +16.6% | -2.8% |
| YTD | +13.1% | -20.4% | +33.5% | +17.0% |
| 1Y | +29.3% | -10.6% | +39.9% | +29.1% |
| 3Y | +389.9% | -27.7% | +417.7% | +408.9% |
| 5Y | +655.5% | -51.1% | +706.7% | +806.1% |
| All | +655.5% | -51.1% | +706.6% | +806.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling