-45.4%
WDC vs HWM
-17.8%
-27.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -2.7% |
| 7D | -28.0% | +3.4% | -31.3% | -28.3% |
| 30D | -34.9% | -7.5% | -27.4% | -32.0% |
| 3M | -41.6% | -28.9% | -12.7% | -28.0% |
| 6M | -45.4% | -19.6% | -25.8% | -37.0% |
| All | -45.4% | -17.8% | -27.6% | -37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling