+4.2%
WBD vs HWM
+655.8%
-651.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.7% | +10.2% | +5.0% |
| 7D | -0.7% | -9.2% | +8.5% | +3.7% |
| 30D | +5.0% | -17.9% | +22.9% | +15.1% |
| 3M | +6.2% | -6.0% | +12.3% | +7.7% |
| 6M | +0.6% | -7.4% | +8.0% | +1.4% |
| YTD | -2.4% | +13.1% | -15.5% | -13.3% |
| 1Y | +127.7% | +29.3% | +98.4% | +86.5% |
| 3Y | +148.4% | +389.9% | -241.5% | -22.4% |
| 5Y | +4.2% | +655.5% | -651.3% | -77.1% |
| All | +4.2% | +655.8% | -651.6% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling