+49.3%
WM vs Z
-19.1%
+68.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.6% | +11.8% | +1.5% |
| 7D | +4.5% | -2.3% | +6.7% | +4.5% |
| 30D | +16.1% | +9.4% | +6.7% | +15.8% |
| 3M | +8.0% | -16.1% | +24.1% | +8.3% |
| 6M | +8.4% | -30.4% | +38.8% | +8.9% |
| YTD | +11.2% | -55.6% | +66.8% | +12.9% |
| 1Y | +22.3% | -58.5% | +80.8% | +24.4% |
| All | +49.3% | -19.1% | +68.3% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling