-18.4%
Z vs WSM
+251.2%
-269.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.2% | -6.4% | -8.9% |
| 7D | -2.3% | -0.5% | -1.8% | -1.8% |
| 30D | +9.4% | +7.1% | +2.3% | +6.9% |
| 3M | -16.1% | +4.5% | -20.6% | -17.2% |
| 6M | -30.4% | +44.4% | -74.8% | -39.7% |
| YTD | -55.6% | +46.8% | -102.4% | -61.8% |
| 1Y | -58.5% | +31.7% | -90.3% | -62.9% |
| All | -18.4% | +251.2% | -269.6% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling