-1.2%
Z vs WSM
+1,020.0%
-1,021.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -3.0% |
| 7D | -3.0% | -3.3% | +0.3% | -1.6% |
| 30D | -4.2% | -8.4% | +4.2% | -0.5% |
| 3M | -3.7% | +9.7% | -13.4% | -7.8% |
| 6M | -24.5% | +16.7% | -41.2% | -29.8% |
| YTD | -49.3% | +28.7% | -78.0% | -55.0% |
| 1Y | -58.7% | +13.7% | -72.3% | -61.5% |
| 3Y | -34.1% | +230.1% | -264.2% | -64.3% |
| 5Y | -64.5% | +179.0% | -243.5% | -80.4% |
| All | -1.2% | +1,020.0% | -1,021.1% | -72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling