+1,773.8%
HWM vs WY
+11.9%
+1,761.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | -2.1% | -1.7% | -0.4% | -1.1% |
| 30D | -11.0% | -10.1% | -0.9% | -5.5% |
| 3M | +4.0% | -5.1% | +9.2% | +6.3% |
| 6M | -0.2% | -4.8% | +4.6% | +1.3% |
| YTD | +26.7% | -0.2% | +26.9% | +24.6% |
| 1Y | +44.7% | -6.6% | +51.3% | +47.2% |
| 3Y | +426.1% | -22.7% | +448.8% | +478.3% |
| 5Y | +738.5% | -22.2% | +760.7% | +796.0% |
| All | +1,773.8% | +11.9% | +1,761.9% | +1,327.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling