+259.5%
WPM vs Z
-55.0%
+314.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.8% | +1.8% | +5.1% |
| 7D | +20.8% | -5.2% | +26.0% | +21.6% |
| 30D | +3.8% | +5.7% | -1.9% | +2.7% |
| 3M | +7.4% | -8.7% | +16.1% | +8.2% |
| 6M | +4.0% | -26.0% | +29.9% | +7.4% |
| YTD | +23.0% | -55.0% | +78.1% | +35.3% |
| 1Y | +45.9% | -58.0% | +103.9% | +62.0% |
| 3Y | +242.9% | -15.2% | +258.1% | +233.4% |
| 5Y | +259.5% | -53.8% | +313.3% | +252.6% |
| All | +259.5% | -55.0% | +314.5% | +252.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling