+5,928.6%
WPM vs HIG
+186.4%
+5,742.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +26.4% | -3.2% | +29.6% | +26.8% |
| 3M | +20.8% | +9.1% | +11.7% | +19.2% |
| 6M | +1.1% | -1.8% | +2.9% | +1.1% |
| YTD | +32.5% | +1.8% | +30.7% | +31.7% |
| 1Y | +51.5% | +4.6% | +47.0% | +50.0% |
| 3Y | +267.0% | +101.6% | +165.4% | +231.0% |
| 5Y | +250.1% | +124.5% | +125.6% | +209.5% |
| 10Y | +540.4% | +317.8% | +222.6% | +395.4% |
| All | +5,928.6% | +186.4% | +5,742.2% | +4,016.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling