+440.9%
WMT vs HWM
+1,301.3%
-860.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | -2.5% | -12.5% | +10.0% | -1.3% |
| 30D | -6.4% | -19.0% | +12.6% | -4.6% |
| 3M | -12.1% | -8.6% | -3.5% | -11.6% |
| 6M | -15.0% | -10.2% | -4.8% | -14.4% |
| YTD | -4.5% | +11.3% | -15.8% | -5.9% |
| 1Y | +6.2% | +24.3% | -18.1% | +3.5% |
| 3Y | +99.9% | +382.3% | -282.4% | +72.5% |
| 5Y | +131.4% | +640.6% | -509.2% | +92.3% |
| All | +440.9% | +1,301.3% | -860.4% | +330.2% |
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