+621.7%
HPE vs WPM
+1,148.8%
-527.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.4% |
| 7D | -0.6% | +1.1% | -1.7% | -0.7% |
| 30D | -2.3% | +26.4% | -28.6% | -4.6% |
| 3M | -2.9% | +20.8% | -23.7% | -4.9% |
| 6M | +143.6% | +1.1% | +142.5% | +141.3% |
| YTD | +118.5% | +32.5% | +86.1% | +112.0% |
| 1Y | +129.2% | +51.5% | +77.7% | +119.7% |
| 3Y | +212.5% | +267.0% | -54.5% | +179.4% |
| 5Y | +286.9% | +250.1% | +36.8% | +243.1% |
| 10Y | +432.3% | +540.4% | -108.0% | +361.2% |
| All | +621.7% | +1,148.8% | -527.0% | +465.7% |
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