+164.1%
SHW vs ZS
+517.5%
-353.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.9% |
| 7D | -3.2% | -7.8% | +4.6% | -2.4% |
| 30D | -9.5% | +5.0% | -14.6% | -10.2% |
| 3M | +11.5% | +25.5% | -14.1% | +8.4% |
| 6M | -3.5% | +8.7% | -12.2% | -6.2% |
| YTD | +3.7% | -24.5% | +28.2% | +5.0% |
| 1Y | -7.9% | -36.7% | +28.8% | -5.0% |
| 3Y | +24.7% | +7.2% | +17.5% | +18.4% |
| 5Y | +13.6% | -40.9% | +54.5% | +10.0% |
| All | +164.1% | +517.5% | -353.4% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling