+43.8%
WPM vs STZ
-12.7%
+56.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.5% | -3.8% |
| 7D | -3.6% | -4.1% | +0.5% | -3.3% |
| 30D | +12.5% | -7.6% | +20.1% | +13.1% |
| 3M | +40.6% | -12.3% | +52.9% | +42.0% |
| 6M | +0.5% | -16.3% | +16.8% | +2.3% |
| YTD | +29.0% | -8.4% | +37.4% | +28.8% |
| 1Y | +43.8% | -10.8% | +54.6% | +42.4% |
| All | +43.8% | -12.7% | +56.5% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling