+588.7%
WDC vs HWM
+1,166.3%
-577.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -2.7% |
| 7D | -28.0% | +3.4% | -31.3% | -29.1% |
| 30D | -34.9% | -7.5% | -27.4% | -32.4% |
| 3M | -41.6% | -28.9% | -12.7% | -31.3% |
| 6M | -45.4% | -19.6% | -25.8% | -39.6% |
| YTD | +53.3% | +0.6% | +52.7% | +52.5% |
| 1Y | +61.5% | +0.3% | +61.2% | +61.2% |
| 3Y | +712.3% | +326.1% | +386.2% | +291.7% |
| 5Y | +524.2% | +525.2% | -1.0% | +149.9% |
| 10Y | +616.5% | +1,492.9% | -876.4% | +92.7% |
| All | +588.7% | +1,166.3% | -577.6% | +86.8% |
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