-59.0%
ZTS vs WSM
+232.0%
-290.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.8% | +2.6% | -6.4% | -4.2% |
| 30D | -2.0% | -9.3% | +7.3% | -0.5% |
| 3M | -10.2% | +7.1% | -17.3% | -11.4% |
| 6M | -39.4% | +21.7% | -61.1% | -41.5% |
| YTD | -40.8% | +28.7% | -69.6% | -43.3% |
| 1Y | -50.1% | +13.9% | -64.0% | -51.6% |
| All | -59.0% | +232.0% | -290.9% | -67.0% |
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