-39.6%
ZS vs WSM
+171.2%
-210.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.9% |
| 7D | -8.1% | +0.4% | -8.5% | -8.3% |
| 30D | -8.4% | -10.7% | +2.3% | -4.4% |
| 3M | +31.1% | +8.5% | +22.6% | +26.6% |
| 6M | +4.4% | +19.6% | -15.2% | -4.4% |
| YTD | -27.3% | +26.6% | -53.9% | -35.1% |
| 1Y | -41.4% | +12.0% | -53.3% | -45.2% |
| 3Y | +1.7% | +226.6% | -225.0% | -52.2% |
| 5Y | -39.6% | +174.1% | -213.7% | -69.8% |
| All | -39.6% | +171.2% | -210.8% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling