+711.3%
WPM vs Z
-16.5%
+727.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | -0.7% |
| 7D | -3.6% | +0.8% | -4.4% | -3.6% |
| 30D | +1.4% | +5.2% | -3.7% | +0.6% |
| 3M | -0.2% | -17.0% | +16.9% | +1.7% |
| 6M | -7.3% | -22.7% | +15.3% | -5.1% |
| YTD | +12.3% | -56.3% | +68.7% | +22.2% |
| 1Y | +24.9% | -57.7% | +82.6% | +36.3% |
| 3Y | +210.4% | -16.5% | +226.9% | +206.2% |
| 5Y | +210.4% | -53.4% | +263.8% | +216.0% |
| All | +711.3% | -16.5% | +727.8% | +649.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling