+258.0%
WPM vs HIG
+101.8%
+156.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -3.6% | -2.3% | -1.3% | -3.5% |
| 30D | +12.5% | -1.2% | +13.7% | +12.6% |
| 3M | +40.6% | +6.3% | +34.3% | +39.5% |
| 6M | +0.5% | +0.6% | 0.0% | +0.5% |
| YTD | +29.0% | +0.6% | +28.4% | +29.0% |
| 1Y | +43.8% | +6.1% | +37.7% | +42.5% |
| All | +258.0% | +101.8% | +156.3% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling