+26.0%
WMT vs HWM
+7.5%
+18.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +2.0% | +7.3% | -5.2% | +1.6% |
| 30D | +10.3% | +1.6% | +8.7% | +9.9% |
| 3M | +11.0% | -21.9% | +32.8% | +13.1% |
| 6M | -2.3% | -19.0% | +16.7% | -0.6% |
| YTD | +15.7% | +7.9% | +7.8% | +13.9% |
| 1Y | +26.0% | +9.9% | +16.0% | +24.8% |
| All | +26.0% | +7.5% | +18.5% | +24.8% |
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 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