+1,381.1%
HD vs WPM
+5,236.6%
-3,855.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.8% | -2.1% |
| 7D | +4.3% | +16.9% | -12.6% | +3.1% |
| 30D | +20.2% | +2.0% | +18.2% | +19.9% |
| 3M | -1.0% | +8.9% | -9.9% | -1.9% |
| 6M | +7.9% | +1.6% | +6.3% | +7.3% |
| YTD | +2.0% | +16.5% | -14.5% | 0.0% |
| 1Y | -4.3% | +42.2% | -46.5% | -7.6% |
| 3Y | +25.9% | +213.3% | -187.4% | +13.6% |
| 5Y | +5.8% | +249.9% | -244.1% | -5.9% |
| 10Y | +262.5% | +549.4% | -286.8% | +204.1% |
| All | +1,381.1% | +5,236.6% | -3,855.5% | +940.1% |
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