+37.5%
ZBRA vs WSM
+230.1%
-192.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | -7.4% | -7.7% | +0.3% | -4.7% |
| 3M | +57.5% | +3.8% | +53.7% | +55.6% |
| 6M | +64.0% | +22.7% | +41.3% | +52.2% |
| YTD | +44.3% | +28.0% | +16.3% | +31.9% |
| 1Y | +10.9% | +12.7% | -1.9% | +5.5% |
| 3Y | +37.5% | +231.3% | -193.7% | -8.2% |
| All | +37.5% | +230.1% | -192.6% | -8.2% |
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