+126.3%
WFC vs HWM
+348.7%
-222.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | +2.5% | +7.3% | -4.8% | +0.4% |
| 30D | +7.0% | +1.6% | +5.4% | +6.1% |
| 3M | -1.8% | -21.9% | +20.1% | +5.1% |
| 6M | +18.4% | -19.0% | +37.4% | +25.0% |
| YTD | -5.6% | +7.9% | -13.5% | -10.3% |
| 1Y | +3.9% | +9.9% | -6.1% | -2.0% |
| 3Y | +126.3% | +342.1% | -215.8% | +55.5% |
| All | +126.3% | +348.7% | -222.4% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling