+255.1%
WPM vs HIG
+118.8%
+136.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -3.6% | -2.3% | -1.3% | -3.3% |
| 30D | +12.5% | -1.2% | +13.7% | +12.6% |
| 3M | +40.6% | +6.3% | +34.3% | +39.0% |
| 6M | +0.5% | +0.6% | 0.0% | +0.3% |
| YTD | +29.0% | +0.6% | +28.4% | +28.6% |
| 1Y | +43.8% | +6.1% | +37.7% | +41.7% |
| 3Y | +266.3% | +102.0% | +164.3% | +214.1% |
| 5Y | +255.1% | +119.2% | +135.9% | +200.3% |
| All | +255.1% | +118.8% | +136.3% | +200.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling