+5,174.0%
WPM vs STZ
+483.1%
+4,690.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +3.1% | -0.9% | +4.0% | +3.4% |
| 30D | -1.8% | +14.9% | -16.8% | -5.4% |
| 3M | +1.0% | +8.4% | -7.4% | -1.5% |
| 6M | -5.4% | +2.8% | -8.3% | -6.8% |
| YTD | +15.9% | +7.5% | +8.3% | +12.2% |
| 1Y | +30.8% | +12.5% | +18.3% | +25.1% |
| 3Y | +222.6% | -35.4% | +258.1% | +251.2% |
| 5Y | +227.4% | -29.3% | +256.7% | +245.3% |
| 10Y | +757.8% | +11.8% | +746.0% | +646.9% |
| All | +5,174.0% | +483.1% | +4,690.9% | +1,692.2% |
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