+260.0%
WPM vs STZ
-36.5%
+296.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +1.2% |
| 7D | +7.0% | -7.4% | +14.4% | +8.6% |
| 30D | +15.7% | -10.9% | +26.6% | +18.2% |
| 3M | +35.2% | -13.4% | +48.6% | +38.6% |
| 6M | +6.1% | -16.2% | +22.3% | +9.3% |
| YTD | +32.6% | -10.4% | +43.0% | +34.0% |
| 1Y | +46.9% | -14.8% | +61.7% | +49.9% |
| 3Y | +276.3% | -50.1% | +326.4% | +335.8% |
| 5Y | +260.0% | -38.8% | +298.8% | +303.0% |
| All | +260.0% | -36.5% | +296.5% | +303.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling