+770.0%
WDC vs HWM
+348.7%
+421.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.0% | -4.4% |
| 7D | +12.1% | +7.3% | +4.8% | +8.0% |
| 30D | -18.8% | +1.6% | -20.4% | -19.4% |
| 3M | -39.3% | -21.9% | -17.4% | -31.0% |
| 6M | -40.1% | -19.0% | -21.1% | -33.0% |
| YTD | +71.8% | +7.9% | +63.9% | +65.5% |
| 1Y | +88.5% | +9.9% | +78.5% | +80.0% |
| 3Y | +770.0% | +342.1% | +427.9% | +437.9% |
| All | +770.0% | +348.7% | +421.3% | +437.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling