+398.7%
HL vs WPM
+5,933.8%
-5,535.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -3.2% |
| 7D | -4.4% | -0.6% | -3.8% | -3.9% |
| 30D | +9.3% | +14.4% | -5.1% | -3.8% |
| 3M | +32.0% | +37.0% | -5.0% | -1.8% |
| 6M | -6.4% | +4.1% | -10.6% | -9.1% |
| YTD | +3.1% | +31.7% | -28.6% | -18.7% |
| 1Y | +77.6% | +44.2% | +33.4% | +30.5% |
| 3Y | +392.8% | +265.5% | +127.3% | +58.6% |
| 5Y | +234.1% | +262.5% | -28.4% | +14.5% |
| 10Y | +264.5% | +539.8% | -275.4% | -17.7% |
| All | +398.7% | +5,933.8% | -5,535.1% | -82.3% |
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