+655.5%
HWM vs WY
-21.5%
+677.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.4% | -9.3% | -10.1% |
| 7D | -9.2% | -2.1% | -7.1% | -8.3% |
| 30D | -17.9% | -10.5% | -7.4% | -14.1% |
| 3M | -6.0% | -4.9% | -1.2% | -4.6% |
| 6M | -7.4% | -4.9% | -2.4% | -6.1% |
| YTD | +13.1% | -1.7% | +14.8% | +12.7% |
| 1Y | +29.3% | -9.4% | +38.7% | +33.2% |
| 3Y | +389.9% | -22.3% | +412.2% | +427.3% |
| 5Y | +655.5% | -20.5% | +676.1% | +734.7% |
| All | +655.5% | -21.5% | +677.0% | +734.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling