+1,516.2%
HWM vs WPM
+556.6%
+959.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.1% | +6.4% | +2.0% |
| 7D | -1.8% | +16.4% | -18.1% | -3.9% |
| 30D | -2.7% | -1.5% | -1.2% | -2.6% |
| 3M | -22.7% | +2.6% | -25.3% | -23.4% |
| 6M | -18.9% | -1.3% | -17.6% | -19.5% |
| YTD | +7.1% | +16.8% | -9.7% | +3.5% |
| 1Y | +4.7% | +34.1% | -29.5% | -0.7% |
| 3Y | +345.6% | +225.1% | +120.5% | +274.5% |
| 5Y | +588.3% | +234.5% | +353.8% | +468.8% |
| 10Y | +1,516.2% | +674.1% | +842.1% | +1,097.2% |
| All | +1,516.2% | +556.6% | +959.5% | +1,097.2% |
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 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