+27.4%
WMT vs HWM
+5.4%
+22.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.3% | +7.7% | +3.7% |
| 7D | +8.8% | +9.4% | -0.7% | +7.9% |
| 30D | +22.9% | -7.0% | +29.9% | +23.3% |
| 3M | +16.1% | -25.9% | +41.9% | +18.7% |
| 6M | -0.5% | -10.8% | +10.4% | -1.0% |
| YTD | +16.7% | +4.3% | +12.4% | +14.8% |
| 1Y | +27.4% | +4.4% | +23.0% | +24.9% |
| All | +27.4% | +5.4% | +22.0% | +24.9% |
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 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