+1,581.2%
HWM vs WY
+9.8%
+1,571.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -8.0% | -1.7% | -6.3% | -7.1% |
| 30D | -18.0% | -9.9% | -8.2% | -13.0% |
| 3M | -9.5% | -7.5% | -2.0% | -6.1% |
| 6M | -8.4% | -5.1% | -3.2% | -6.7% |
| YTD | +13.6% | -2.1% | +15.7% | +13.1% |
| 1Y | +30.2% | -7.3% | +37.6% | +33.2% |
| 3Y | +392.2% | -22.6% | +414.9% | +440.4% |
| 5Y | +645.2% | -19.8% | +665.0% | +679.9% |
| All | +1,581.2% | +9.8% | +1,571.4% | +1,195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling