+1,129.5%
WPM vs Z
+6.6%
+1,123.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +3.1% | -13.1% | +16.2% | +4.8% |
| 30D | -1.8% | +5.9% | -7.7% | -2.7% |
| 3M | +1.0% | -13.7% | +14.7% | +2.4% |
| 6M | -5.4% | -27.1% | +21.7% | -2.4% |
| YTD | +15.9% | -56.8% | +72.7% | +26.5% |
| 1Y | +30.8% | -60.2% | +91.0% | +44.2% |
| 3Y | +222.6% | -19.7% | +242.3% | +219.4% |
| 5Y | +227.4% | -53.7% | +281.1% | +234.1% |
| 10Y | +757.8% | -16.9% | +774.7% | +659.7% |
| All | +1,129.5% | +6.6% | +1,123.0% | +1,000.2% |
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