+550.8%
WPM vs Z
-5.7%
+556.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.1% |
| 7D | +3.9% | -7.1% | +10.9% | +4.8% |
| 30D | +17.7% | -4.8% | +22.4% | +18.3% |
| 3M | +39.4% | -9.3% | +48.8% | +40.6% |
| 6M | +6.4% | -29.0% | +35.4% | +10.2% |
| YTD | +34.0% | -52.9% | +86.9% | +45.3% |
| 1Y | +50.5% | -63.1% | +113.7% | +67.6% |
| 3Y | +280.3% | -36.9% | +317.2% | +287.7% |
| 5Y | +266.3% | -65.5% | +331.8% | +283.5% |
| 10Y | +550.8% | -3.9% | +554.7% | +438.6% |
| All | +550.8% | -5.7% | +556.5% | +438.6% |
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