+37.2%
WDAY vs ZS
+498.3%
-461.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -5.2% | -3.1% | -2.1% | -4.1% |
| 30D | +5.9% | -7.2% | +13.1% | +8.6% |
| 3M | +42.3% | +30.5% | +11.8% | +29.7% |
| 6M | +34.7% | +7.0% | +27.7% | +27.6% |
| YTD | -13.5% | -26.8% | +13.3% | -7.2% |
| 1Y | -18.1% | -42.6% | +24.5% | -5.0% |
| 3Y | -26.4% | -0.3% | -26.1% | -31.3% |
| 5Y | -30.6% | -39.2% | +8.6% | -30.2% |
| All | +37.2% | +498.3% | -461.1% | -22.7% |
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