+431.3%
WM vs Z
+25.1%
+406.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | -0.3% | -3.0% | +2.7% | -0.2% |
| 30D | -2.4% | -4.2% | +1.8% | -2.2% |
| 3M | +0.4% | -3.7% | +4.1% | +0.5% |
| 6M | -9.5% | -24.5% | +15.0% | -8.4% |
| YTD | +0.5% | -49.3% | +49.8% | +3.7% |
| 1Y | -1.1% | -58.7% | +57.6% | +3.1% |
| 3Y | +46.0% | -34.1% | +80.2% | +46.5% |
| 5Y | +51.8% | -64.5% | +116.4% | +54.8% |
| 10Y | +307.5% | -0.5% | +308.0% | +262.4% |
| All | +431.3% | +25.1% | +406.2% | +355.3% |
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