+1,463.9%
HWM vs WPM
+558.3%
+905.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.6% | -0.5% | +4.4% |
| 7D | +1.6% | +20.8% | -19.2% | -0.9% |
| 30D | -3.9% | +3.8% | -7.8% | -4.5% |
| 3M | -23.2% | +7.4% | -30.6% | -24.2% |
| 6M | -20.0% | +4.0% | -23.9% | -21.0% |
| YTD | +5.7% | +23.0% | -17.3% | +1.8% |
| 1Y | +4.9% | +45.9% | -41.1% | -1.0% |
| 3Y | +347.0% | +242.9% | +104.1% | +279.3% |
| 5Y | +563.0% | +259.5% | +303.5% | +453.4% |
| 10Y | +1,579.2% | +577.7% | +1,001.4% | +1,163.7% |
| All | +1,463.9% | +558.3% | +905.6% | +1,074.8% |
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