+928.6%
WDC vs HWM
+743.6%
+185.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.3% | +6.2% |
| 7D | +1.7% | -2.1% | +3.9% | +2.7% |
| 30D | -10.0% | -11.0% | +1.0% | -3.2% |
| 3M | -18.8% | +4.0% | -22.8% | -20.4% |
| 6M | +79.0% | -0.2% | +79.3% | +79.1% |
| YTD | +171.6% | +26.7% | +144.9% | +135.8% |
| 1Y | +417.4% | +44.7% | +372.7% | +316.3% |
| 3Y | +1,251.8% | +426.1% | +825.7% | +372.0% |
| All | +928.6% | +743.6% | +185.0% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling