+555.3%
WMT vs HWM
+1,258.6%
-703.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +2.0% | +7.3% | -5.2% | +1.4% |
| 30D | +10.3% | +1.6% | +8.7% | +9.9% |
| 3M | +11.0% | -21.9% | +32.8% | +13.2% |
| 6M | -2.3% | -19.0% | +16.7% | -0.8% |
| YTD | +15.7% | +7.9% | +7.8% | +14.2% |
| 1Y | +26.0% | +9.9% | +16.0% | +24.0% |
| 3Y | +136.5% | +342.1% | -205.6% | +105.3% |
| 5Y | +176.8% | +600.8% | -423.9% | +130.7% |
| 10Y | +537.5% | +1,493.8% | -956.3% | +407.7% |
| All | +555.3% | +1,258.6% | -703.3% | +421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling