+1,581.2%
HWM vs WPM
+617.0%
+964.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -8.0% | +3.9% | -11.9% | -8.5% |
| 30D | -18.0% | +17.7% | -35.7% | -19.8% |
| 3M | -9.5% | +39.4% | -48.9% | -13.6% |
| 6M | -8.4% | +6.4% | -14.8% | -9.8% |
| YTD | +13.6% | +34.0% | -20.3% | +8.5% |
| 1Y | +30.2% | +50.5% | -20.3% | +22.5% |
| 3Y | +392.2% | +280.3% | +111.9% | +313.0% |
| 5Y | +645.2% | +266.3% | +378.9% | +519.5% |
| All | +1,581.2% | +617.0% | +964.3% | +1,152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling