+20.2%
WBD vs ZS
+504.0%
-483.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.2% |
| 7D | -1.7% | -3.8% | +2.1% | -1.1% |
| 30D | +3.9% | -6.0% | +9.9% | +4.6% |
| 3M | +5.1% | +32.0% | -26.9% | 0.0% |
| 6M | +0.6% | +2.1% | -1.6% | -2.5% |
| YTD | -3.2% | -26.2% | +23.0% | -1.3% |
| 1Y | +127.7% | -41.2% | +168.8% | +140.5% |
| 3Y | +146.6% | +3.3% | +143.2% | +134.2% |
| 5Y | +4.2% | -40.7% | +44.9% | -1.3% |
| All | +20.2% | +504.0% | -483.8% | -13.2% |
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 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