+157.6%
WFC vs HWM
+1,494.1%
-1,336.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.1% |
| 7D | +3.8% | -2.1% | +5.9% | +4.5% |
| 30D | +1.5% | -11.0% | +12.5% | +6.4% |
| 3M | +10.9% | +4.0% | +6.8% | +8.2% |
| 6M | +8.4% | -0.2% | +8.7% | +7.0% |
| YTD | -1.9% | +26.7% | -28.5% | -13.5% |
| 1Y | +12.3% | +44.7% | -32.4% | -7.1% |
| 3Y | +132.3% | +426.1% | -293.8% | +2.6% |
| 5Y | +130.1% | +738.5% | -608.4% | -19.0% |
| All | +157.6% | +1,494.1% | -1,336.5% | -38.9% |
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