+757.8%
WPM vs STZ
+12.8%
+745.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | +3.1% | -0.9% | +4.0% | +3.3% |
| 30D | -1.8% | +14.9% | -16.8% | -4.0% |
| 3M | +1.0% | +8.4% | -7.4% | -0.4% |
| 6M | -5.4% | +2.8% | -8.3% | -6.2% |
| YTD | +15.9% | +7.5% | +8.3% | +13.7% |
| 1Y | +30.8% | +12.5% | +18.3% | +27.4% |
| 3Y | +222.6% | -35.4% | +258.1% | +241.8% |
| 5Y | +227.4% | -29.3% | +256.7% | +241.8% |
| 10Y | +757.8% | +11.8% | +746.0% | +716.3% |
| All | +757.8% | +12.8% | +745.0% | +716.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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