+101.9%
HAS vs WPM
+553.6%
-451.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -3.9% | +1.2% |
| 7D | +2.2% | +20.8% | -18.6% | +0.5% |
| 30D | +29.6% | +3.8% | +25.8% | +29.0% |
| 3M | +30.3% | +7.4% | +22.9% | +29.0% |
| 6M | +25.6% | +4.0% | +21.7% | +24.3% |
| YTD | +50.8% | +23.0% | +27.8% | +46.8% |
| 1Y | +63.0% | +45.9% | +17.1% | +56.3% |
| 3Y | +211.6% | +242.9% | -31.4% | +175.4% |
| 5Y | +50.4% | +259.5% | -209.1% | +31.3% |
| 10Y | +101.9% | +577.7% | -475.8% | +64.8% |
| All | +101.9% | +553.6% | -451.7% | +64.8% |
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