+1,573.3%
HWM vs WWD
+509.5%
+1,063.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.0% | -8.7% | -9.4% |
| 7D | -9.2% | +0.8% | -10.0% | -9.5% |
| 30D | -17.9% | -6.4% | -11.4% | -14.1% |
| 3M | -6.0% | -5.6% | -0.4% | -3.0% |
| 6M | -7.4% | -9.1% | +1.7% | -2.4% |
| YTD | +13.1% | +12.5% | +0.6% | +2.3% |
| 1Y | +29.3% | +41.3% | -12.0% | -0.9% |
| 3Y | +389.9% | +170.2% | +219.7% | +129.7% |
| 5Y | +655.5% | +192.5% | +463.0% | +222.6% |
| All | +1,573.3% | +509.5% | +1,063.8% | +311.4% |
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