+265.4%
WPM vs HALO
+158.6%
+106.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | -0.6% | -2.7% | +2.2% | -0.2% |
| 30D | +14.4% | +5.3% | +9.1% | +13.7% |
| 3M | +37.0% | +51.6% | -14.6% | +30.1% |
| 6M | +4.1% | +61.3% | -57.1% | -1.9% |
| YTD | +31.7% | +59.3% | -27.6% | +24.3% |
| 1Y | +44.2% | +38.3% | +5.9% | +37.8% |
| 3Y | +265.5% | +185.9% | +79.6% | +219.8% |
| All | +265.4% | +158.6% | +106.7% | +210.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling