+525.4%
WPM vs HRB
+209.1%
+316.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +2.1% |
| 7D | -0.6% | -8.0% | +7.5% | -0.4% |
| 30D | +14.4% | -16.0% | +30.4% | +14.7% |
| 3M | +37.0% | +26.9% | +10.1% | +36.5% |
| 6M | +4.1% | +51.1% | -47.0% | +3.2% |
| YTD | +31.7% | +7.1% | +24.7% | +32.0% |
| 1Y | +44.2% | -9.6% | +53.8% | +45.5% |
| 3Y | +265.5% | +25.4% | +240.1% | +263.5% |
| 5Y | +262.5% | +114.9% | +147.6% | +256.7% |
| All | +525.4% | +209.1% | +316.3% | +567.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling