+87.7%
WDC vs HWM
+7.2%
+80.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +16.3% | +11.1% | +5.2% | +7.9% |
| 30D | -18.3% | +3.0% | -21.2% | -19.7% |
| 3M | -31.4% | -20.7% | -10.7% | -17.9% |
| 6M | -36.3% | -17.2% | -19.1% | -26.2% |
| YTD | +80.8% | +9.1% | +71.8% | +49.5% |
| 1Y | +87.7% | +9.0% | +78.7% | +55.5% |
| All | +87.7% | +7.2% | +80.5% | +55.5% |
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