+9.9%
HWM vs WY
-3.6%
+13.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | +7.3% | -0.8% | +8.1% | +7.4% |
| 30D | +1.6% | +10.1% | -8.5% | -0.6% |
| 3M | -21.9% | -15.4% | -6.5% | -18.6% |
| 6M | -19.0% | -8.3% | -10.7% | -18.1% |
| YTD | +7.9% | -9.8% | +17.8% | +10.4% |
| 1Y | +9.9% | -3.9% | +13.8% | +11.0% |
| All | +9.9% | -3.6% | +13.5% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling