+56.0%
HAS vs WPM
+523.6%
-467.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.6% |
| 7D | -4.8% | +3.9% | -8.7% | -5.2% |
| 30D | -5.1% | +17.7% | -22.8% | -6.6% |
| 3M | +6.4% | +39.4% | -33.0% | +3.0% |
| 6M | -5.6% | +6.4% | -12.1% | -6.7% |
| YTD | +11.0% | +34.0% | -23.0% | +7.4% |
| 1Y | +16.8% | +50.5% | -33.7% | +11.8% |
| 3Y | +44.0% | +280.3% | -236.3% | +26.4% |
| 5Y | +11.0% | +266.3% | -255.3% | -3.3% |
| 10Y | +56.0% | +550.8% | -494.8% | +29.7% |
| All | +56.0% | +523.6% | -467.6% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling