+255.1%
WPM vs HBM
+336.0%
-80.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.5% | +3.8% | -0.9% |
| 7D | -3.6% | -3.7% | +0.1% | -2.4% |
| 30D | +12.5% | -3.7% | +16.1% | +14.1% |
| 3M | +40.6% | +8.0% | +32.6% | +36.2% |
| 6M | +0.5% | +15.8% | -15.2% | -5.2% |
| YTD | +29.0% | +34.4% | -5.3% | +16.7% |
| 1Y | +43.8% | +98.2% | -54.4% | +15.3% |
| 3Y | +266.3% | +476.6% | -210.3% | +100.2% |
| 5Y | +255.1% | +331.1% | -76.0% | +100.8% |
| All | +255.1% | +336.0% | -80.9% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling