+276.3%
WPM vs Z
-37.5%
+313.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.9% |
| 7D | +7.0% | -3.3% | +10.3% | +7.5% |
| 30D | +15.7% | -3.7% | +19.5% | +16.3% |
| 3M | +35.2% | -7.0% | +42.2% | +36.0% |
| 6M | +6.1% | -29.5% | +35.6% | +10.3% |
| YTD | +32.6% | -52.6% | +85.1% | +44.8% |
| 1Y | +46.9% | -64.0% | +110.9% | +66.3% |
| 3Y | +276.3% | -36.4% | +312.7% | +257.7% |
| All | +276.3% | -37.5% | +313.8% | +257.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling