+148.4%
WBD vs HWM
+385.3%
-236.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.7% | +10.2% | +3.1% |
| 7D | -0.7% | -9.2% | +8.5% | +2.3% |
| 30D | +5.0% | -17.9% | +22.9% | +11.8% |
| 3M | +6.2% | -6.0% | +12.3% | +7.2% |
| 6M | +0.6% | -7.4% | +8.0% | +1.2% |
| YTD | -2.4% | +13.1% | -15.5% | -10.2% |
| 1Y | +127.7% | +29.3% | +98.4% | +97.8% |
| 3Y | +148.4% | +389.9% | -241.5% | +10.1% |
| All | +148.4% | +385.3% | -236.9% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling