+527.6%
WDC vs ZS
+494.5%
+33.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.2% |
| 7D | +4.4% | -8.1% | +12.5% | +5.9% |
| 30D | +5.3% | -8.4% | +13.7% | +6.5% |
| 3M | -5.9% | +31.1% | -37.0% | -11.4% |
| 6M | +73.2% | +4.4% | +68.9% | +65.1% |
| YTD | +167.8% | -27.3% | +195.2% | +172.6% |
| 1Y | +386.0% | -41.4% | +427.4% | +417.9% |
| 3Y | +1,309.7% | +1.7% | +1,308.0% | +1,215.1% |
| 5Y | +957.1% | -39.6% | +996.7% | +910.5% |
| All | +527.6% | +494.5% | +33.1% | +280.2% |
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 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