+9.3%
WBD vs HWM
+1,301.3%
-1,291.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +1.8% |
| 7D | -0.6% | -12.5% | +11.9% | +4.4% |
| 30D | +4.2% | -19.0% | +23.2% | +12.4% |
| 3M | +7.5% | -8.6% | +16.1% | +10.2% |
| 6M | +1.6% | -10.2% | +11.7% | +3.9% |
| YTD | -2.2% | +11.3% | -13.5% | -8.8% |
| 1Y | +124.9% | +24.3% | +100.6% | +100.3% |
| 3Y | +149.1% | +382.3% | -233.1% | +24.8% |
| 5Y | +7.8% | +640.6% | -632.8% | -53.8% |
| All | +9.3% | +1,301.3% | -1,291.9% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HWM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling