+525.5%
WMT vs HWM
+1,554.5%
-1,029.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.1% |
| 7D | -2.7% | +5.0% | -7.7% | -3.2% |
| 30D | +11.1% | +1.5% | +9.6% | +10.8% |
| 3M | +11.2% | -20.3% | +31.5% | +13.3% |
| 6M | -1.3% | -18.0% | +16.8% | +0.2% |
| YTD | +13.5% | +9.5% | +4.0% | +11.8% |
| 1Y | +22.5% | +7.5% | +15.0% | +20.9% |
| 3Y | +134.1% | +355.7% | -221.5% | +102.5% |
| 5Y | +170.3% | +610.2% | -439.9% | +124.7% |
| 10Y | +525.5% | +1,516.8% | -991.3% | +396.8% |
| All | +525.5% | +1,554.5% | -1,029.0% | +396.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling