-16.9%
Z vs WSM
+1,181.2%
-1,198.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -13.1% | -3.0% | -10.1% | -11.7% |
| 30D | +5.9% | +10.1% | -4.2% | +2.1% |
| 3M | -13.7% | +4.9% | -18.6% | -15.0% |
| 6M | -27.1% | +49.8% | -76.9% | -38.9% |
| YTD | -56.8% | +48.7% | -105.5% | -63.8% |
| 1Y | -60.2% | +38.7% | -98.9% | -65.7% |
| 3Y | -19.7% | +269.5% | -289.2% | -58.1% |
| 5Y | -53.7% | +179.0% | -232.7% | -74.0% |
| 10Y | -16.9% | +1,162.3% | -1,179.2% | -78.5% |
| All | -16.9% | +1,181.2% | -1,198.1% | -78.5% |
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