+488.0%
WM vs Z
+9.5%
+478.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.6% | +11.8% | +1.8% |
| 7D | +4.5% | -2.3% | +6.7% | +4.6% |
| 30D | +16.1% | +9.4% | +6.7% | +15.4% |
| 3M | +8.0% | -16.1% | +24.1% | +8.8% |
| 6M | +8.4% | -30.4% | +38.8% | +10.1% |
| YTD | +11.2% | -55.6% | +66.8% | +15.4% |
| 1Y | +22.3% | -58.5% | +80.8% | +27.3% |
| 3Y | +50.2% | -19.6% | +69.9% | +48.7% |
| 5Y | +63.3% | -54.1% | +117.4% | +63.8% |
| 10Y | +355.0% | -12.1% | +367.1% | +306.9% |
| All | +488.0% | +9.5% | +478.4% | +406.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling