+537.4%
HWM vs WWD
+170.1%
+367.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +0.7% |
| 7D | +3.4% | +4.2% | -0.8% | +1.3% |
| 30D | -7.5% | -2.1% | -5.4% | -6.2% |
| 3M | -28.9% | -13.2% | -15.7% | -23.1% |
| 6M | -19.6% | -16.9% | -2.7% | -11.7% |
| YTD | +0.6% | +5.2% | -4.6% | -2.8% |
| 1Y | +0.3% | +20.6% | -20.3% | -10.4% |
| 3Y | +326.1% | +146.3% | +179.8% | +150.5% |
| All | +537.4% | +170.1% | +367.3% | +248.8% |
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 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