+1,388.5%
HWM vs WWD
+470.1%
+918.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +0.2% |
| 7D | +3.4% | +4.2% | -0.8% | +0.8% |
| 30D | -7.5% | -2.1% | -5.4% | -5.9% |
| 3M | -28.9% | -13.2% | -15.7% | -21.7% |
| 6M | -19.6% | -16.9% | -2.7% | -9.7% |
| YTD | +0.6% | +5.2% | -4.6% | -4.7% |
| 1Y | +0.3% | +20.6% | -20.3% | -14.1% |
| 3Y | +326.1% | +146.3% | +179.8% | +113.4% |
| 5Y | +525.2% | +171.3% | +353.8% | +181.3% |
| 10Y | +1,492.9% | +471.3% | +1,021.6% | +316.0% |
| All | +1,388.5% | +470.1% | +918.4% | +283.5% |
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