+1,579.2%
HWM vs WWD
+494.7%
+1,084.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.2% | +1.8% |
| 7D | +1.6% | +4.2% | -2.6% | -1.0% |
| 30D | -3.9% | -0.8% | -3.2% | -3.1% |
| 3M | -23.2% | -8.2% | -15.1% | -18.5% |
| 6M | -20.0% | -9.8% | -10.1% | -14.7% |
| YTD | +5.7% | +10.4% | -4.7% | -3.0% |
| 1Y | +4.9% | +25.5% | -20.6% | -12.6% |
| 3Y | +347.0% | +155.8% | +191.2% | +117.9% |
| 5Y | +563.0% | +187.3% | +375.7% | +186.2% |
| 10Y | +1,579.2% | +462.7% | +1,116.5% | +320.6% |
| All | +1,579.2% | +494.7% | +1,084.5% | +320.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling