+255.1%
WPM vs LH
+23.7%
+231.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.7% | -2.5% |
| 7D | -3.6% | -7.4% | +3.8% | -1.6% |
| 30D | +12.5% | -4.6% | +17.1% | +14.1% |
| 3M | +40.6% | +14.5% | +26.1% | +36.1% |
| 6M | +0.5% | +14.8% | -14.3% | -2.9% |
| YTD | +29.0% | +23.3% | +5.8% | +22.7% |
| 1Y | +43.8% | +13.6% | +30.2% | +39.3% |
| 3Y | +266.3% | +56.3% | +209.9% | +222.1% |
| 5Y | +255.1% | +25.2% | +229.9% | +211.4% |
| All | +255.1% | +23.7% | +231.4% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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