+55.7%
ZTS vs WSM
+1,071.8%
-1,016.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.1% |
| 7D | -3.7% | -0.5% | -3.2% | -3.7% |
| 30D | -0.8% | -7.7% | +6.9% | +0.7% |
| 3M | -9.7% | +3.8% | -13.5% | -10.6% |
| 6M | -38.4% | +22.7% | -61.1% | -40.9% |
| YTD | -41.1% | +28.0% | -69.1% | -44.0% |
| 1Y | -50.6% | +12.7% | -63.3% | -52.1% |
| 3Y | -59.1% | +231.3% | -290.4% | -69.0% |
| 5Y | -62.7% | +177.2% | -239.9% | -71.6% |
| All | +55.7% | +1,071.8% | -1,016.0% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling