+45.2%
WDAY vs ZS
+599.9%
-554.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | +1.8% | -2.6% | +4.5% | +2.8% |
| 30D | +4.1% | -12.8% | +16.9% | +8.5% |
| 3M | -4.8% | +2.3% | -7.1% | -7.5% |
| 6M | +68.6% | +26.3% | +42.4% | +48.4% |
| YTD | -8.5% | -14.4% | +5.9% | -8.6% |
| 1Y | -12.1% | -37.6% | +25.5% | -2.4% |
| 3Y | -13.2% | +8.0% | -21.2% | -22.5% |
| 5Y | -33.7% | -44.9% | +11.1% | -33.2% |
| All | +45.2% | +599.9% | -554.7% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling