+85.9%
ZTS vs WPM
+752.0%
-666.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.8% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +12.4% | -3.1% | +15.5% | +12.6% |
| 3M | +13.6% | -2.2% | +15.7% | +13.4% |
| 6M | +9.3% | -7.4% | +16.7% | +9.5% |
| YTD | -32.6% | +12.6% | -45.2% | -34.5% |
| 1Y | -30.0% | +22.8% | -52.9% | -32.9% |
| 3Y | -48.7% | +213.6% | -262.4% | -57.2% |
| 5Y | -59.3% | +211.2% | -270.5% | -66.5% |
| All | +85.9% | +752.0% | -666.1% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling