+741.5%
HWM vs WPM
+254.8%
+486.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | -11.0% | +26.4% | -37.3% | -15.1% |
| 3M | +4.0% | +20.8% | -16.8% | -0.3% |
| 6M | -0.2% | +1.1% | -1.3% | -1.7% |
| YTD | +26.7% | +32.5% | -5.8% | +18.3% |
| 1Y | +44.7% | +51.5% | -6.8% | +31.5% |
| 3Y | +426.1% | +267.0% | +159.1% | +293.9% |
| All | +741.5% | +254.8% | +486.7% | +502.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling