+5,933.7%
WPM vs HRB
+232.9%
+5,700.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.5% | +0.9% |
| 7D | +7.0% | -9.1% | +16.1% | +8.3% |
| 30D | +15.7% | +0.3% | +15.5% | +15.5% |
| 3M | +35.2% | +23.4% | +11.8% | +30.8% |
| 6M | +6.1% | +45.1% | -39.0% | -0.5% |
| YTD | +32.6% | +8.9% | +23.7% | +29.2% |
| 1Y | +46.9% | -7.9% | +54.8% | +46.6% |
| 3Y | +276.3% | +27.9% | +248.4% | +252.5% |
| 5Y | +260.0% | +108.3% | +151.7% | +206.8% |
| 10Y | +508.5% | +208.4% | +300.1% | +343.2% |
| All | +5,933.7% | +232.9% | +5,700.7% | +3,194.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling