+266.3%
WPM vs HRB
+104.8%
+161.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.1% |
| 7D | +3.9% | -10.6% | +14.5% | +4.1% |
| 30D | +17.7% | -0.8% | +18.5% | +17.8% |
| 3M | +39.4% | +19.1% | +20.4% | +39.2% |
| 6M | +6.4% | +48.7% | -42.3% | +5.3% |
| YTD | +34.0% | +7.1% | +26.9% | +35.7% |
| 1Y | +50.5% | -8.3% | +58.8% | +54.5% |
| 3Y | +280.3% | +25.8% | +254.5% | +274.5% |
| 5Y | +266.3% | +111.1% | +155.2% | +245.2% |
| All | +266.3% | +104.8% | +161.5% | +245.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling