+9.2%
Z vs WSM
+691.8%
-682.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.2% | -6.4% | -8.8% |
| 7D | -2.3% | -0.5% | -1.8% | -1.8% |
| 30D | +9.4% | +7.1% | +2.3% | +6.8% |
| 3M | -16.1% | +4.5% | -20.6% | -17.2% |
| 6M | -30.4% | +44.4% | -74.8% | -40.4% |
| YTD | -55.6% | +46.8% | -102.4% | -62.4% |
| 1Y | -58.5% | +31.7% | -90.3% | -63.3% |
| 3Y | -19.6% | +250.6% | -270.2% | -56.0% |
| 5Y | -54.1% | +174.1% | -228.2% | -73.4% |
| 10Y | -12.1% | +1,265.2% | -1,277.3% | -76.4% |
| All | +9.2% | +691.8% | -682.6% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling