+167.9%
WPM vs ZYBT
-57.8%
+225.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -3.7% |
| 7D | -3.6% | -2.5% | -1.2% | -3.6% |
| 30D | +12.5% | -1.2% | +13.7% | +12.5% |
| 3M | +40.6% | +76.7% | -36.1% | +41.7% |
| 6M | +0.5% | +103.6% | -103.0% | +1.6% |
| YTD | +29.0% | +38.3% | -9.2% | +30.0% |
| 1Y | +43.8% | -84.7% | +128.5% | +42.2% |
| All | +167.9% | -57.8% | +225.7% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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