+550.8%
WPM vs STZ
-13.0%
+563.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +3.9% | -6.0% | +9.9% | +4.9% |
| 30D | +17.7% | -8.9% | +26.6% | +19.3% |
| 3M | +39.4% | -12.6% | +52.0% | +42.1% |
| 6M | +6.4% | -17.2% | +23.6% | +9.2% |
| YTD | +34.0% | -10.0% | +44.0% | +35.3% |
| 1Y | +50.5% | -14.3% | +64.8% | +53.0% |
| 3Y | +280.3% | -49.9% | +330.2% | +319.3% |
| 5Y | +266.3% | -38.2% | +304.6% | +291.0% |
| 10Y | +550.8% | -12.0% | +562.8% | +526.8% |
| All | +550.8% | -13.0% | +563.8% | +526.8% |
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