+7.0%
WMT vs HWM
+48.6%
-41.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +3.9% | -2.1% | +6.0% | +4.0% |
| 30D | -4.4% | -11.0% | +6.6% | -3.6% |
| 3M | -8.8% | +4.0% | -12.8% | -9.4% |
| 6M | -15.6% | -0.2% | -15.4% | -16.2% |
| YTD | -3.2% | +26.7% | -29.9% | -5.1% |
| 1Y | +7.0% | +44.7% | -37.7% | +5.6% |
| All | +7.0% | +48.6% | -41.5% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling