+336.4%
WM vs Z
-14.9%
+351.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -1.9% |
| 7D | +1.2% | -4.6% | +5.8% | +1.4% |
| 30D | +13.1% | +8.3% | +4.8% | +12.5% |
| 3M | +3.6% | -11.6% | +15.2% | +4.1% |
| 6M | +8.1% | -33.6% | +41.7% | +10.0% |
| YTD | +8.9% | -56.7% | +65.6% | +13.0% |
| 1Y | +20.3% | -59.1% | +79.5% | +25.1% |
| 3Y | +46.2% | -20.4% | +66.5% | +44.7% |
| 5Y | +59.9% | -55.3% | +115.2% | +60.5% |
| All | +336.4% | -14.9% | +351.4% | +298.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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