-5.4%
WPM vs STZ
-0.6%
-4.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +3.1% | -0.9% | +4.0% | +3.1% |
| 30D | -1.8% | +14.9% | -16.8% | -0.8% |
| 3M | +1.0% | +8.4% | -7.4% | +1.9% |
| 6M | -5.4% | +2.8% | -8.3% | -4.9% |
| All | -5.4% | -0.6% | -4.8% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling