-21.0%
Z vs WSM
+271.0%
-292.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -6.5% | +3.1% | -9.5% | -7.3% |
| 30D | -0.1% | +8.5% | -8.6% | -2.8% |
| 3M | -14.1% | +4.6% | -18.7% | -15.3% |
| 6M | -30.1% | +44.5% | -74.6% | -39.4% |
| YTD | -57.5% | +48.4% | -106.0% | -63.6% |
| 1Y | -60.3% | +36.2% | -96.5% | -64.9% |
| 3Y | -21.0% | +268.8% | -289.8% | -57.9% |
| All | -21.0% | +271.0% | -292.1% | -57.9% |
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