-53.6%
Z vs WSM
+44.0%
-97.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.5% | +3.0% | +5.8% |
| 7D | +10.2% | +8.0% | +2.2% | +5.8% |
| 30D | +23.7% | +13.5% | +10.2% | +16.3% |
| 3M | -6.6% | +8.8% | -15.4% | -10.6% |
| 6M | -23.0% | +54.7% | -77.7% | -36.7% |
| YTD | -50.3% | +53.3% | -103.6% | -58.1% |
| 1Y | -53.6% | +41.1% | -94.7% | -59.1% |
| All | -53.6% | +44.0% | -97.6% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling