+2,137.2%
WPM vs HBM
+462.4%
+1,674.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.3% |
| 7D | -0.5% | +5.1% | -5.6% | -2.0% |
| 30D | -3.1% | -15.8% | +12.7% | +2.2% |
| 3M | -2.2% | -22.4% | +20.3% | +5.8% |
| 6M | -7.4% | -20.2% | +12.8% | -1.1% |
| YTD | +12.6% | +9.0% | +3.6% | +10.1% |
| 1Y | +22.8% | +27.4% | -4.5% | +14.8% |
| 3Y | +213.6% | +424.2% | -210.6% | +86.5% |
| 5Y | +211.2% | +196.1% | +15.1% | +104.6% |
| 10Y | +733.9% | +285.4% | +448.5% | +290.5% |
| All | +2,137.2% | +462.4% | +1,674.8% | +815.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling