+12.9%
SHW vs ZS
-40.8%
+53.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.2% | -2.0% |
| 7D | -3.2% | -3.8% | +0.6% | -2.8% |
| 30D | -11.4% | -6.0% | -5.4% | -10.9% |
| 3M | +3.5% | +32.0% | -28.5% | -0.2% |
| 6M | -3.4% | +2.1% | -5.5% | -5.5% |
| YTD | -0.3% | -26.2% | +25.8% | +1.7% |
| 1Y | -10.4% | -41.2% | +30.7% | -5.7% |
| 3Y | +21.3% | +3.3% | +18.0% | +14.2% |
| 5Y | +12.9% | -40.7% | +53.6% | +6.0% |
| All | +12.9% | -40.8% | +53.6% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 5y: compounded portfolio wealth divided by compounded ZS 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…
5y analysis · Full analysis span regression · 6 months rolling