-15.6%
Z vs WSM
+1,131.4%
-1,147.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.8% |
| 7D | +0.8% | 0.0% | +0.8% | +0.9% |
| 30D | +5.2% | +5.1% | +0.1% | +3.5% |
| 3M | -17.0% | +5.1% | -22.1% | -18.3% |
| 6M | -22.7% | +48.6% | -71.3% | -35.0% |
| YTD | -56.3% | +44.2% | -100.5% | -62.9% |
| 1Y | -57.7% | +38.1% | -95.7% | -63.4% |
| 3Y | -16.5% | +257.2% | -273.8% | -55.8% |
| 5Y | -53.4% | +165.1% | -218.5% | -73.2% |
| All | -15.6% | +1,131.4% | -1,147.0% | -77.8% |
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