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Funds (13F)

Westwood Holdings Group Inc

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+11.6%
S&P 500 +14.1%
Last 12 months
+17.0%
S&P 500 +12.1%
Sharpe ratio
0.65
S&P 500 0.78
Biggest drop
−34.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$42.8k
Westwood Holdings Group IncS&P 500 $10,000 in Westwood Holdings Group Inc from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Westwood Holdings Group Inc's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Westwood Holdings Group Inc's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.6%+14.1%
Total return+328%+470%
Last 12 months+17.0%+12.1%
Last 3 months−0.9%—
Last month+1.8%—
This year so far+13.2%—
Volatility a year16.0%16.0%
Sharpe ratio0.650.78
Biggest drop−34.8%−31.8%
Beta to the S&P 5000.931.00
Alpha a year (t-statistic)−1.3% (−0.77)—
Share of weeks up58%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
WMB3.4%——
KMI2.3%——
EPD2.0%——
LNG1.9%——
ENB1.7%——
TRGP1.5%——
DTM1.4%——
AAPL1.3%——
OKE1.2%——
TRP1.2%——
AMZN1.1%——
MPLX1.1%——
MSFT1.0%——
AIR1.0%——
SXT1.0%——
IPGP1.0%——
CDP0.9%——
IPAR0.9%——
BLBD0.9%——
WES0.9%——
CFR0.8%——
PIPR0.8%——
JPM0.8%——
GOOGL0.8%——
JNJ0.8%——
DELL0.8%——
VECO0.7%——
AVA0.7%——
VC0.7%——
MYRG0.7%——
SXI0.7%——
HAYW0.7%——
TREX0.7%——
NIC0.7%——
SKWD0.7%——
SBCF0.7%——
HUBB0.7%——
FBNC0.7%——
CHCO0.7%——
RNST0.7%——
ATMU0.7%——
FBK0.7%——
ASO0.7%——
MMSI0.6%——
SFNC0.6%——
YETI0.6%——
UE0.6%——
MDU0.6%——
KNF0.6%——
BOOT0.6%——
CURB0.6%——
PKG0.6%——
MGY0.6%——
TXN0.6%——
NVDA0.6%——
PBA0.6%——
SSB0.6%——
RUSHA0.6%——
WEC0.6%——
POWI0.6%——
GD0.5%——
CCS0.5%——
WMS0.5%——
PARR0.5%——
NBHC0.5%——
ECG0.5%——
CGAU0.5%——
DE0.5%——
CAKE0.5%——
CVX0.5%——
BWIN0.5%——
AVGO0.5%——
FCPT0.5%——
HD0.5%——
SEI0.5%——
MSI0.5%——
NMRK0.5%——
TMO0.5%——
MRK0.4%——
HESM0.4%——
WMG0.4%——
MGEE0.4%——
YSS0.4%——
GILD0.4%——
GPOR0.4%——
SAH0.4%——
IDA0.4%——
NEE0.4%——
BAC0.4%——
WFC0.4%——
OFRM0.4%——
VG0.4%——
XPEL0.4%——
GS0.4%——
ADUS0.4%——
ETR0.3%——
CSX0.3%——
AUB0.3%——
ALG0.3%——
BL0.3%——
META0.3%——
LXP0.3%——
EVR0.3%——
PBH0.3%——
SOBO0.3%——
ETN0.3%——
CSTM0.3%——
ATRO0.3%——
Q0.3%——
RMBS0.3%——
PLD0.3%——
MS0.3%——
PAA0.3%——
POOL0.3%——
GBCI0.3%——
LSCC0.3%——
RBA0.3%——
TJX0.3%——
MRVL0.3%——
PM0.3%——
HWKN0.3%——
LFUS0.3%——
WTFC0.3%——
EGP0.3%——
CRWD0.3%——
WMT0.3%——
MSA0.3%——
ORLY0.3%——
KNTK0.3%——
MSCI0.3%——
SMTC0.3%——
NRG0.3%——
GEL0.3%——
ARCB0.3%——
PWP0.3%——
PEP0.3%——
IBM0.3%——
BJ0.3%——
MOD0.3%——
V0.3%——
EXP0.3%——
INR0.3%——
SYK0.3%——
CSCO0.3%——
LRCX0.3%——
PSA0.3%——
MCK0.3%——
PR0.3%——
PAGP0.3%——
RRX0.2%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+11.6%+14.1%0.650.78−34.8%0.93−1.3% (−0.77)
2018 onwards5 Jan 2018 to 2 Nov 2026+10.3%+13.9%0.480.66−34.8%0.91−2.2% (−0.92)
Last three years3 Nov 2023 to 2 Nov 2026+15.4%+21.8%0.861.16−16.2%0.65+0.2% (0.03)
Last year7 Nov 2025 to 2 Nov 2026+16.9%+14.2%1.300.84−5.9%0.31+8.9% (1.03)
DateCompanyAction
21 Aug 2026ZMBought
21 Aug 2026ZBHBought
21 Aug 2026YMMBought
21 Aug 2026XELBought
21 Aug 2026XEBought
21 Aug 2026WRBBought
21 Aug 2026WFRDBought
21 Aug 2026WDCBought
21 Aug 2026WDAYBought
21 Aug 2026VZBought
21 Aug 2026VTRSBought
21 Aug 2026VRTXBought
21 Aug 2026VRSNBought
21 Aug 2026VMRKBought
21 Aug 2026VIPSBought
21 Aug 2026VICIBought
21 Aug 2026VGNTBought
21 Aug 2026VCBought
21 Aug 2026UTHRBought
21 Aug 2026USBBought
21 Aug 2026UNHBought
21 Aug 2026ULTABought
21 Aug 2026UBSBought
21 Aug 2026UALBought
21 Aug 2026TXTBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026ZTSSold
21 Aug 2026WFGSold
21 Aug 2026TYLSold
21 Aug 2026SHOSold
21 Aug 2026RIOTSold
21 Aug 2026RBLXSold
21 Aug 2026PEGASold
21 Aug 2026NWESold
21 Aug 2026NOGSold
21 Aug 2026NETSold
21 Aug 2026MZTISold
21 Aug 2026MCDSold
21 Aug 2026LPLASold
21 Aug 2026LNNSold
21 Aug 2026LINESold
21 Aug 2026LIENSold
21 Aug 2026LADSold
21 Aug 2026JSold
21 Aug 2026GILSold
21 Aug 2026GAPSold
21 Aug 2026FTISold
21 Aug 2026FNVSold
21 Aug 2026ESLTSold
21 Aug 2026DPZSold
21 Aug 2026DOXSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest