+4.3%
WMT vs HWM
+30.4%
-26.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -0.2% | -8.0% | +7.8% | +0.3% |
| 30D | -5.8% | -18.0% | +12.2% | -4.5% |
| 3M | -10.8% | -9.5% | -1.3% | -10.3% |
| 6M | -14.3% | -8.4% | -6.0% | -14.5% |
| YTD | -4.4% | +13.6% | -18.0% | -5.5% |
| 1Y | +4.3% | +30.2% | -25.9% | +4.1% |
| All | +4.3% | +30.4% | -26.1% | +4.1% |
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