+7.8%
WBD vs ZS
-43.4%
+51.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | -0.6% | -8.1% | +7.5% | +1.4% |
| 30D | +4.2% | -8.4% | +12.6% | +6.0% |
| 3M | +7.5% | +31.1% | -23.6% | -0.5% |
| 6M | +1.6% | +4.4% | -2.8% | -4.3% |
| YTD | -2.2% | -27.3% | +25.2% | +1.5% |
| 1Y | +124.9% | -41.4% | +166.2% | +146.8% |
| 3Y | +149.1% | +1.7% | +147.4% | +124.4% |
| 5Y | +7.8% | -39.6% | +47.4% | -7.2% |
| All | +7.8% | -43.4% | +51.3% | -7.2% |
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