+4.4%
HWM vs WWD
+27.2%
-22.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -3.2% |
| 7D | +9.4% | +7.3% | +2.1% | +5.6% |
| 30D | -7.0% | -2.0% | -5.0% | -6.0% |
| 3M | -25.9% | -12.6% | -13.3% | -20.9% |
| 6M | -10.8% | -8.4% | -2.4% | -7.4% |
| YTD | +4.3% | +8.2% | -3.9% | +3.2% |
| 1Y | +4.4% | +26.5% | -22.1% | -0.3% |
| All | +4.4% | +27.2% | -22.8% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling