+342.1%
HWM vs WWD
+148.2%
+194.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +7.3% | +4.0% | +3.3% | +5.2% |
| 30D | +1.6% | +0.4% | +1.2% | +1.6% |
| 3M | -21.9% | -7.9% | -14.0% | -18.4% |
| 6M | -19.0% | -10.6% | -8.4% | -14.7% |
| YTD | +7.9% | +9.4% | -1.5% | +3.2% |
| 1Y | +9.9% | +25.7% | -15.8% | -1.9% |
| 3Y | +342.1% | +148.5% | +193.6% | +187.8% |
| All | +342.1% | +148.2% | +194.0% | +187.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling