+100.5%
WMT vs HWM
+385.3%
-284.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.7% | +9.7% | +0.5% |
| 7D | +0.1% | -9.2% | +9.3% | +1.4% |
| 30D | -5.0% | -17.9% | +12.9% | -2.4% |
| 3M | -11.3% | -6.0% | -5.2% | -10.9% |
| 6M | -13.8% | -7.4% | -6.4% | -13.5% |
| YTD | -4.2% | +13.1% | -17.3% | -6.9% |
| 1Y | +4.6% | +29.3% | -24.7% | -0.8% |
| 3Y | +100.5% | +389.9% | -289.4% | +65.3% |
| All | +100.5% | +385.3% | -284.9% | +65.3% |
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