+1,773.8%
HWM vs WWD
+522.0%
+1,251.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -1.2% |
| 7D | -2.1% | +1.3% | -3.4% | -2.9% |
| 30D | -11.0% | -7.2% | -3.8% | -6.6% |
| 3M | +4.0% | -3.8% | +7.9% | +5.9% |
| 6M | -0.2% | -9.9% | +9.7% | +5.5% |
| YTD | +26.7% | +14.8% | +11.8% | +12.9% |
| 1Y | +44.7% | +42.1% | +2.6% | +10.4% |
| 3Y | +426.1% | +170.8% | +255.3% | +146.2% |
| 5Y | +738.5% | +197.5% | +541.0% | +253.7% |
| All | +1,773.8% | +522.0% | +1,251.8% | +353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling