+1,120.1%
WDC vs HWM
+1,494.1%
-374.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.3% | +6.1% |
| 7D | +1.7% | -2.1% | +3.9% | +2.6% |
| 30D | -10.0% | -11.0% | +1.0% | -4.6% |
| 3M | -18.8% | +4.0% | -22.8% | -20.1% |
| 6M | +79.0% | -0.2% | +79.3% | +79.4% |
| YTD | +171.6% | +26.7% | +144.9% | +142.7% |
| 1Y | +417.4% | +44.7% | +372.7% | +333.8% |
| 3Y | +1,251.8% | +426.1% | +825.7% | +489.0% |
| 5Y | +911.7% | +738.5% | +173.2% | +252.7% |
| All | +1,120.1% | +1,494.1% | -374.0% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling