+741.5%
HWM vs WWD
+198.3%
+543.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -1.0% |
| 7D | -2.1% | +1.3% | -3.4% | -2.8% |
| 30D | -11.0% | -7.2% | -3.8% | -7.5% |
| 3M | +4.0% | -3.8% | +7.9% | +5.7% |
| 6M | -0.2% | -9.9% | +9.7% | +4.6% |
| YTD | +26.7% | +14.8% | +11.8% | +16.1% |
| 1Y | +44.7% | +42.1% | +2.6% | +17.3% |
| 3Y | +426.1% | +170.8% | +255.3% | +188.2% |
| All | +741.5% | +198.3% | +543.2% | +332.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling