-36.7%
ZS vs WSM
+19.9%
-56.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.8% |
| 7D | -7.8% | -3.3% | -4.6% | -7.5% |
| 30D | +5.0% | -8.4% | +13.4% | +6.1% |
| 3M | +25.5% | +9.7% | +15.9% | +24.8% |
| 6M | +8.7% | +16.7% | -8.0% | +7.5% |
| YTD | -24.5% | +28.7% | -53.2% | -25.5% |
| 1Y | -36.7% | +13.7% | -50.4% | -34.7% |
| All | -36.7% | +19.9% | -56.6% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling