+525.4%
WPM vs HBM
+619.2%
-93.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -0.6% | -3.3% | +2.7% | +0.2% |
| 30D | +14.4% | -4.8% | +19.2% | +15.9% |
| 3M | +37.0% | -0.4% | +37.4% | +36.9% |
| 6M | +4.1% | +17.9% | -13.8% | -0.1% |
| YTD | +31.7% | +33.7% | -2.0% | +23.5% |
| 1Y | +44.2% | +95.6% | -51.4% | +24.3% |
| 3Y | +265.5% | +458.1% | -192.6% | +145.6% |
| 5Y | +262.5% | +329.0% | -66.5% | +146.3% |
| All | +525.4% | +619.2% | -93.7% | +243.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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