+536.3%
WDC vs ZS
+517.5%
+18.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.5% | +10.4% | +6.7% |
| 7D | +1.7% | -7.8% | +9.6% | +3.1% |
| 30D | -10.0% | +5.0% | -15.0% | -11.1% |
| 3M | -18.8% | +25.5% | -44.3% | -22.8% |
| 6M | +79.0% | +8.7% | +70.3% | +69.3% |
| YTD | +171.6% | -24.5% | +196.1% | +174.7% |
| 1Y | +417.4% | -36.7% | +454.1% | +443.3% |
| 3Y | +1,251.8% | +7.2% | +1,244.6% | +1,149.1% |
| 5Y | +911.7% | -40.9% | +952.6% | +870.2% |
| All | +536.3% | +517.5% | +18.8% | +283.1% |
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