+40.0%
WPM vs HALO
+92.7%
-52.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.3% | +10.7% | +11.5% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | -3.5% | +20.3% | -23.8% | -9.3% |
| 3M | +14.1% | +56.6% | -42.5% | -1.4% |
| 6M | +6.2% | +101.9% | -95.6% | -15.9% |
| YTD | +12.4% | +93.7% | -81.3% | -9.7% |
| 1Y | +40.0% | +91.5% | -51.6% | +13.8% |
| All | +40.0% | +92.7% | -52.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · 6 months rolling