+525.4%
WPM vs HALO
+979.6%
-454.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | -0.6% | -2.7% | +2.2% | -0.3% |
| 30D | +14.4% | +5.3% | +9.1% | +13.8% |
| 3M | +37.0% | +51.6% | -14.6% | +31.4% |
| 6M | +4.1% | +61.3% | -57.1% | -0.8% |
| YTD | +31.7% | +59.3% | -27.6% | +25.6% |
| 1Y | +44.2% | +38.3% | +5.9% | +39.1% |
| 3Y | +265.5% | +185.9% | +79.6% | +226.2% |
| 5Y | +262.5% | +159.9% | +102.6% | +223.4% |
| All | +525.4% | +979.6% | -454.1% | +429.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling