+66.6%
WDC vs HWM
+3.8%
+62.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.1% | +4.8% | +6.1% |
| 7D | -14.4% | +1.6% | -16.0% | -14.7% |
| 30D | -27.1% | -3.9% | -23.1% | -24.6% |
| 3M | -33.3% | -23.2% | -10.0% | -18.1% |
| 6M | -39.6% | -20.0% | -19.6% | -28.1% |
| YTD | +68.4% | +5.7% | +62.7% | +41.9% |
| All | +66.6% | +3.8% | +62.9% | +42.9% |
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