+40.0%
WPM vs Z
-54.2%
+94.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +9.4% | +2.6% | +10.6% |
| 7D | +3.9% | +10.2% | -6.3% | +2.6% |
| 30D | -3.5% | +23.7% | -27.2% | -6.5% |
| 3M | +14.1% | -6.6% | +20.7% | +14.1% |
| 6M | +6.2% | -23.0% | +29.2% | +8.1% |
| YTD | +12.4% | -50.3% | +62.7% | +25.8% |
| 1Y | +40.0% | -53.6% | +93.5% | +59.7% |
| All | +40.0% | -54.2% | +94.1% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling