+525.4%
WPM vs HUBB
+446.9%
+78.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.8% |
| 7D | -0.6% | -0.1% | -0.5% | -0.5% |
| 30D | +14.4% | -10.0% | +24.4% | +16.6% |
| 3M | +37.0% | -1.6% | +38.6% | +37.3% |
| 6M | +4.1% | -3.1% | +7.2% | +4.5% |
| YTD | +31.7% | +4.6% | +27.1% | +30.8% |
| 1Y | +44.2% | +3.3% | +40.8% | +43.3% |
| 3Y | +265.5% | +46.6% | +218.9% | +239.4% |
| 5Y | +262.5% | +158.7% | +103.8% | +207.3% |
| All | +525.4% | +446.9% | +78.5% | +365.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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