+412.6%
WDC vs HWM
+30.1%
+382.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -10.7% | +12.8% | +10.3% |
| 7D | +6.0% | -9.2% | +15.2% | +12.6% |
| 30D | +9.9% | -17.9% | +27.8% | +27.6% |
| 3M | -9.4% | -6.0% | -3.3% | -5.2% |
| 6M | +94.7% | -7.4% | +102.1% | +101.8% |
| YTD | +177.4% | +13.1% | +164.3% | +134.9% |
| 1Y | +412.6% | +29.3% | +383.3% | +315.8% |
| All | +412.6% | +30.1% | +382.4% | +315.8% |
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