+8.2%
WBD vs HWM
+1,330.2%
-1,322.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.7% | -8.0% | +6.4% | +1.2% |
| 30D | +3.9% | -18.0% | +21.9% | +11.6% |
| 3M | +5.1% | -9.5% | +14.6% | +8.1% |
| 6M | +0.6% | -8.4% | +9.0% | +2.1% |
| YTD | -3.2% | +13.6% | -16.8% | -10.5% |
| 1Y | +127.7% | +30.2% | +97.4% | +99.0% |
| 3Y | +146.6% | +392.2% | -245.7% | +22.6% |
| 5Y | +4.2% | +645.2% | -641.0% | -55.5% |
| All | +8.2% | +1,330.2% | -1,322.0% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling