+655.1%
WDC vs HWM
+1,247.7%
-592.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.9% |
| 7D | -16.7% | -1.8% | -15.0% | -15.5% |
| 30D | -27.2% | -2.7% | -24.5% | -26.2% |
| 3M | -34.0% | -22.7% | -11.3% | -25.5% |
| 6M | -39.7% | -18.9% | -20.8% | -33.3% |
| YTD | +68.1% | +7.1% | +61.0% | +62.2% |
| 1Y | +66.3% | +4.7% | +61.6% | +62.5% |
| 3Y | +754.4% | +345.6% | +408.8% | +303.1% |
| 5Y | +595.8% | +588.3% | +7.5% | +166.2% |
| 10Y | +660.4% | +1,516.2% | -855.8% | +99.7% |
| All | +655.1% | +1,247.7% | -592.7% | +98.7% |
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