+5,214.4%
WPM vs STZ
+488.7%
+4,725.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | +16.4% | +5.3% | +11.0% | +14.9% |
| 30D | -1.5% | +19.6% | -21.1% | -6.0% |
| 3M | +2.6% | +10.0% | -7.4% | -0.3% |
| 6M | -1.3% | -0.3% | -1.1% | -2.1% |
| YTD | +16.8% | +8.6% | +8.2% | +12.8% |
| 1Y | +34.1% | +16.6% | +17.5% | +27.0% |
| 3Y | +225.1% | -34.8% | +259.9% | +253.0% |
| 5Y | +234.5% | -27.8% | +262.3% | +251.0% |
| 10Y | +674.1% | +12.5% | +661.6% | +573.1% |
| All | +5,214.4% | +488.7% | +4,725.7% | +1,701.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling