+1,305.5%
WPM vs Z
+25.1%
+1,280.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.8% |
| 7D | +1.1% | -3.0% | +4.1% | +1.5% |
| 30D | +26.4% | -4.2% | +30.5% | +26.9% |
| 3M | +20.8% | -3.7% | +24.5% | +21.0% |
| 6M | +1.1% | -24.5% | +25.6% | +4.0% |
| YTD | +32.5% | -49.3% | +81.8% | +42.4% |
| 1Y | +51.5% | -58.7% | +110.2% | +66.4% |
| 3Y | +267.0% | -34.1% | +301.2% | +272.4% |
| 5Y | +250.1% | -64.5% | +314.7% | +265.7% |
| 10Y | +540.4% | -0.5% | +540.8% | +457.3% |
| All | +1,305.5% | +25.1% | +1,280.4% | +1,137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling