+390.7%
ZS vs WSM
+892.2%
-501.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | -9.2% | +2.6% | -11.8% | -10.0% |
| 30D | -4.0% | -9.5% | +5.5% | -0.8% |
| 3M | +25.3% | +12.9% | +12.4% | +20.0% |
| 6M | -1.3% | +23.0% | -24.3% | -9.1% |
| YTD | -28.0% | +28.9% | -56.9% | -34.9% |
| 1Y | -42.5% | +13.7% | -56.2% | -45.9% |
| 3Y | +0.7% | +232.6% | -231.9% | -40.5% |
| 5Y | -42.3% | +185.9% | -228.2% | -65.1% |
| All | +390.7% | +892.2% | -501.4% | +107.5% |
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