+8,402.7%
ZBRA vs WSM
+25,679.2%
-17,276.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.8% | +2.6% | -4.4% | -2.3% |
| 30D | -8.8% | -9.3% | +0.5% | -6.9% |
| 3M | +47.2% | +7.1% | +40.1% | +45.2% |
| 6M | +61.3% | +21.7% | +39.6% | +54.6% |
| YTD | +42.0% | +28.7% | +13.3% | +34.5% |
| 1Y | +10.5% | +13.9% | -3.4% | +7.2% |
| 3Y | +34.5% | +232.2% | -197.7% | +2.8% |
| 5Y | -40.3% | +176.4% | -216.7% | -53.3% |
| 10Y | +421.5% | +1,072.4% | -650.9% | +196.9% |
| All | +8,402.7% | +25,679.2% | -17,276.6% | +2,851.6% |
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