+113.2%
WDC vs HWM
+5.4%
+107.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.3% | -2.5% | -3.9% |
| 7D | -18.3% | +9.4% | -27.7% | -23.5% |
| 30D | -26.7% | -7.0% | -19.7% | -23.0% |
| 3M | -40.9% | -25.9% | -15.1% | -25.7% |
| 6M | -26.8% | -10.8% | -15.9% | -22.7% |
| YTD | +88.2% | +4.3% | +83.9% | +58.0% |
| 1Y | +113.2% | +4.4% | +108.8% | +84.7% |
| All | +113.2% | +5.4% | +107.8% | +84.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling