+166.5%
ZTS vs WSM
+1,298.1%
-1,131.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.1% | -3.0% |
| 7D | -4.8% | +2.6% | -7.3% | -5.2% |
| 30D | +1.2% | -9.5% | +10.8% | +3.1% |
| 3M | -6.0% | +12.9% | -18.9% | -8.4% |
| 6M | -38.7% | +23.0% | -61.8% | -41.2% |
| YTD | -40.6% | +28.9% | -69.5% | -43.6% |
| 1Y | -50.6% | +13.7% | -64.3% | -52.1% |
| 3Y | -58.7% | +232.6% | -291.4% | -68.6% |
| 5Y | -62.8% | +185.9% | -248.7% | -71.8% |
| 10Y | +56.2% | +998.6% | -942.4% | -16.4% |
| All | +166.5% | +1,298.1% | -1,131.7% | +33.3% |
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