+276.3%
WPM vs STZ
-50.3%
+326.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.9% |
| 7D | +7.0% | -7.4% | +14.4% | +8.1% |
| 30D | +15.7% | -10.9% | +26.6% | +17.5% |
| 3M | +35.2% | -13.4% | +48.6% | +37.7% |
| 6M | +6.1% | -16.2% | +22.3% | +8.5% |
| YTD | +32.6% | -10.4% | +43.0% | +33.5% |
| 1Y | +46.9% | -14.8% | +61.7% | +49.1% |
| 3Y | +276.3% | -50.1% | +326.4% | +318.1% |
| All | +276.3% | -50.3% | +326.6% | +318.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling