+423.9%
ZBRA vs WSM
+1,071.8%
-647.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | -7.4% | -7.7% | +0.3% | -4.8% |
| 3M | +57.5% | +3.8% | +53.7% | +55.6% |
| 6M | +64.0% | +22.7% | +41.3% | +52.4% |
| YTD | +44.3% | +28.0% | +16.3% | +32.0% |
| 1Y | +10.9% | +12.7% | -1.9% | +5.6% |
| 3Y | +37.5% | +231.3% | -193.7% | -12.9% |
| 5Y | -39.7% | +177.2% | -216.8% | -60.9% |
| All | +423.9% | +1,071.8% | -647.9% | +108.3% |
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