+1,284.4%
HD vs WPM
+5,967.5%
-4,683.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -2.1% | +1.1% | -3.1% | -2.1% |
| 30D | -8.4% | +26.4% | -34.8% | -10.1% |
| 3M | +4.3% | +20.8% | -16.5% | +2.6% |
| 6M | -11.1% | +1.1% | -12.2% | -11.6% |
| YTD | -4.7% | +32.5% | -37.1% | -7.3% |
| 1Y | -19.8% | +51.5% | -71.3% | -23.0% |
| 3Y | +4.1% | +267.0% | -262.9% | -7.2% |
| 5Y | +10.3% | +250.1% | -239.8% | -2.0% |
| 10Y | +203.2% | +540.4% | -337.2% | +154.3% |
| All | +1,284.4% | +5,967.5% | -4,683.1% | +863.8% |
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 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