+5.6%
WBD vs HWM
+1,581.3%
-1,575.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | +1.0% | +14.2% | -13.1% | -4.4% |
| 30D | -0.7% | +8.3% | -9.1% | -4.2% |
| 3M | -2.7% | +18.6% | -21.2% | -10.0% |
| 6M | +18.2% | +31.1% | -12.9% | +4.4% |
| YTD | -5.5% | +33.6% | -39.1% | -17.0% |
| 1Y | +200.3% | +74.2% | +126.1% | +135.4% |
| 3Y | +120.0% | +527.7% | -407.7% | +0.7% |
| 5Y | -25.9% | +756.8% | -782.7% | -69.8% |
| All | +5.6% | +1,581.3% | -1,575.6% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling