+170.1%
WMT vs HWM
+574.1%
-404.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 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% | +15.5% |
| 6M | -3.5% | -18.9% | +15.4% | -1.2% |
| YTD | +13.4% | +7.1% | +6.3% | +10.8% |
| 1Y | +23.6% | +4.7% | +18.9% | +21.1% |
| 3Y | +133.9% | +345.6% | -211.7% | +83.1% |
| 5Y | +170.1% | +588.3% | -418.2% | +97.7% |
| All | +170.1% | +574.1% | -404.0% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling