+5,928.6%
WPM vs STZ
+414.5%
+5,514.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.9% |
| 7D | +1.1% | -1.9% | +3.0% | +1.6% |
| 30D | +26.4% | -1.9% | +28.2% | +26.9% |
| 3M | +20.8% | -6.2% | +27.1% | +22.4% |
| 6M | +1.1% | -14.0% | +15.1% | +4.5% |
| YTD | +32.5% | -5.1% | +37.6% | +32.9% |
| 1Y | +51.5% | -9.6% | +61.1% | +53.5% |
| 3Y | +267.0% | -47.2% | +314.3% | +322.6% |
| 5Y | +250.1% | -33.6% | +283.7% | +276.0% |
| 10Y | +540.4% | -9.8% | +550.1% | +492.9% |
| All | +5,928.6% | +414.5% | +5,514.1% | +2,022.4% |
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 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