+1,159.2%
WDC vs HWM
+1,330.2%
-171.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.8% |
| 7D | +7.5% | -8.0% | +15.5% | +11.4% |
| 30D | +10.1% | -18.0% | +28.1% | +20.8% |
| 3M | -6.8% | -9.5% | +2.7% | -2.1% |
| 6M | +84.1% | -8.4% | +92.5% | +91.5% |
| YTD | +180.3% | +13.6% | +166.6% | +163.1% |
| 1Y | +411.1% | +30.2% | +380.8% | +349.5% |
| 3Y | +1,375.0% | +392.2% | +982.8% | +561.3% |
| 5Y | +991.6% | +645.2% | +346.4% | +301.3% |
| All | +1,159.2% | +1,330.2% | -171.0% | +222.2% |
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