+133.9%
WMT vs HWM
+349.8%
-215.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +0.6% | -1.8% | +2.3% | +0.7% |
| 30D | +12.8% | -2.7% | +15.4% | +12.9% |
| 3M | +11.7% | -22.7% | +34.4% | +15.4% |
| 6M | -3.5% | -18.9% | +15.4% | -1.3% |
| YTD | +13.4% | +7.1% | +6.3% | +10.7% |
| 1Y | +23.6% | +4.7% | +18.9% | +21.0% |
| 3Y | +133.9% | +345.6% | -211.7% | +95.4% |
| All | +133.9% | +349.8% | -215.9% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling