-0.3%
ZS vs WSM
+230.1%
-230.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | -7.2% | -7.7% | +0.5% | -5.7% |
| 3M | +30.5% | +3.8% | +26.7% | +29.5% |
| 6M | +7.0% | +22.7% | -15.7% | +1.9% |
| YTD | -26.8% | +28.0% | -54.9% | -30.9% |
| 1Y | -42.6% | +12.7% | -55.3% | -44.4% |
| 3Y | -0.3% | +231.3% | -231.6% | -27.7% |
| All | -0.3% | +230.1% | -230.4% | -27.7% |
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 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