+5,933.7%
WPM vs HUBB
+1,638.6%
+4,295.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +7.0% | +4.8% | +2.2% | +5.1% |
| 30D | +15.7% | -9.3% | +25.0% | +20.1% |
| 3M | +35.2% | -3.9% | +39.1% | +36.8% |
| 6M | +6.1% | -0.8% | +6.9% | +5.6% |
| YTD | +32.6% | +5.6% | +27.0% | +28.8% |
| 1Y | +46.9% | +7.7% | +39.2% | +41.2% |
| 3Y | +276.3% | +47.5% | +228.8% | +204.5% |
| 5Y | +260.0% | +153.7% | +106.3% | +123.3% |
| 10Y | +508.5% | +433.0% | +75.5% | +130.8% |
| All | +5,933.7% | +1,638.6% | +4,295.1% | +876.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling