+534.7%
WMT vs HWM
+1,503.5%
-968.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.2% | +11.1% | -12.3% | -2.2% |
| 30D | +12.4% | +3.0% | +9.4% | +11.9% |
| 3M | +9.0% | -20.7% | +29.8% | +11.1% |
| 6M | -3.0% | -17.2% | +14.2% | -1.6% |
| YTD | +14.0% | +9.1% | +4.9% | +12.3% |
| 1Y | +23.0% | +9.0% | +14.0% | +21.2% |
| 3Y | +135.1% | +353.8% | -218.8% | +103.4% |
| 5Y | +172.7% | +608.0% | -435.3% | +126.8% |
| All | +534.7% | +1,503.5% | -968.8% | +404.4% |
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