+141.8%
WFC vs HWM
+1,166.3%
-1,024.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.5% |
| 7D | +1.2% | +3.4% | -2.1% | -0.5% |
| 30D | +5.2% | -7.5% | +12.7% | +8.1% |
| 3M | -3.0% | -28.9% | +25.8% | +10.9% |
| 6M | +6.2% | -19.6% | +25.8% | +14.4% |
| YTD | -7.9% | +0.6% | -8.5% | -11.2% |
| 1Y | +0.3% | +0.3% | 0.0% | -3.4% |
| 3Y | +117.7% | +326.1% | -208.4% | +4.4% |
| 5Y | +88.4% | +525.2% | -436.8% | -25.2% |
| 10Y | +147.3% | +1,492.9% | -1,345.6% | -37.2% |
| All | +141.8% | +1,166.3% | -1,024.5% | -37.3% |
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