-16.1%
Z vs WSM
+1,223.7%
-1,239.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.7% | -1.7% |
| 7D | -4.6% | +0.5% | -5.1% | -4.4% |
| 30D | +8.3% | +6.0% | +2.3% | +6.2% |
| 3M | -11.6% | +3.2% | -14.8% | -12.3% |
| 6M | -33.6% | +37.1% | -70.8% | -42.2% |
| YTD | -56.7% | +44.2% | -100.9% | -63.2% |
| 1Y | -59.1% | +34.2% | -93.3% | -64.2% |
| 3Y | -20.4% | +249.3% | -269.6% | -57.3% |
| 5Y | -55.3% | +169.3% | -224.5% | -74.4% |
| All | -16.1% | +1,223.7% | -1,239.7% | -77.5% |
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