+1,424.0%
HD vs WPM
+5,535.3%
-4,111.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +2.5% |
| 7D | +3.6% | +20.8% | -17.2% | +2.1% |
| 30D | +21.6% | +3.8% | +17.7% | +21.1% |
| 3M | +0.1% | +7.4% | -7.3% | -0.6% |
| 6M | +13.0% | +4.0% | +9.0% | +12.2% |
| YTD | +4.9% | +23.0% | -18.1% | +2.5% |
| 1Y | -2.1% | +45.9% | -48.0% | -5.6% |
| 3Y | +32.6% | +242.9% | -210.3% | +18.8% |
| 5Y | +8.2% | +259.5% | -251.3% | -4.0% |
| 10Y | +257.9% | +577.7% | -319.8% | +199.2% |
| All | +1,424.0% | +5,535.3% | -4,111.3% | +965.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling