+347.0%
HWM vs WPM
+246.6%
+100.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.6% | -0.5% | +4.2% |
| 7D | +1.6% | +20.8% | -19.2% | -1.3% |
| 30D | -3.9% | +3.8% | -7.8% | -4.5% |
| 3M | -23.2% | +7.4% | -30.6% | -24.4% |
| 6M | -20.0% | +4.0% | -23.9% | -21.3% |
| YTD | +5.7% | +23.0% | -17.3% | +0.8% |
| 1Y | +4.9% | +45.9% | -41.1% | -2.2% |
| 3Y | +347.0% | +242.9% | +104.1% | +277.7% |
| All | +347.0% | +246.6% | +100.4% | +277.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling