-37.8%
HDB vs WPM
+261.4%
-299.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -1.9% |
| 7D | -4.9% | +3.9% | -8.7% | -5.4% |
| 30D | -5.8% | +17.7% | -23.5% | -8.1% |
| 3M | -5.2% | +39.4% | -44.6% | -9.9% |
| 6M | -25.7% | +6.4% | -32.1% | -27.0% |
| YTD | -39.6% | +34.0% | -73.6% | -42.7% |
| 1Y | -36.9% | +50.5% | -87.4% | -41.4% |
| 3Y | -29.7% | +280.3% | -310.0% | -44.3% |
| 5Y | -37.8% | +266.3% | -304.1% | -55.2% |
| All | -37.8% | +261.4% | -299.1% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling