-16.0%
Z vs WSM
+1,226.6%
-1,242.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -6.5% | +3.1% | -9.5% | -7.4% |
| 30D | -0.1% | +8.5% | -8.6% | -3.1% |
| 3M | -14.1% | +4.6% | -18.7% | -15.3% |
| 6M | -30.1% | +44.5% | -74.6% | -40.5% |
| YTD | -57.5% | +48.4% | -106.0% | -64.4% |
| 1Y | -60.3% | +36.2% | -96.5% | -65.5% |
| 3Y | -21.0% | +268.8% | -289.8% | -58.8% |
| 5Y | -54.9% | +185.2% | -240.2% | -74.9% |
| 10Y | -16.0% | +1,175.8% | -1,191.9% | -78.3% |
| All | -16.0% | +1,226.6% | -1,242.6% | -78.3% |
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