+6.5%
Z vs WSM
+677.9%
-671.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | -11.6% | +3.2% | -14.8% | -12.3% |
| 6M | -33.6% | +37.1% | -70.8% | -41.9% |
| YTD | -56.7% | +44.2% | -100.9% | -63.0% |
| 1Y | -59.1% | +34.2% | -93.3% | -64.1% |
| 3Y | -20.4% | +249.3% | -269.6% | -56.3% |
| 5Y | -55.3% | +169.3% | -224.5% | -73.9% |
| 10Y | -14.2% | +1,241.2% | -1,255.4% | -76.8% |
| All | +6.5% | +677.9% | -671.3% | -69.9% |
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 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