+205.7%
ZTS vs WSM
+1,463.8%
-1,258.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.8% |
| 7D | +5.6% | 0.0% | +5.6% | +5.5% |
| 30D | +12.1% | +5.1% | +7.0% | +11.1% |
| 3M | +11.3% | +5.1% | +6.2% | +10.2% |
| 6M | +14.3% | +48.6% | -34.3% | +5.8% |
| YTD | -31.9% | +44.2% | -76.1% | -36.6% |
| 1Y | -29.3% | +38.1% | -67.3% | -33.7% |
| 3Y | -48.0% | +257.2% | -305.3% | -60.9% |
| 5Y | -58.9% | +165.1% | -224.0% | -68.3% |
| 10Y | +81.7% | +1,123.6% | -1,041.9% | -4.6% |
| All | +205.7% | +1,463.8% | -1,258.1% | +49.8% |
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 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