+102.0%
WFC vs ZS
+494.5%
-392.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | -0.1% |
| 7D | +0.3% | -8.1% | +8.3% | +0.9% |
| 30D | +2.3% | -8.4% | +10.7% | +2.8% |
| 3M | +9.8% | +31.1% | -21.3% | +7.2% |
| 6M | +15.6% | +4.4% | +11.2% | +13.7% |
| YTD | -2.4% | -27.3% | +24.9% | -1.3% |
| 1Y | +13.8% | -41.4% | +55.2% | +17.0% |
| 3Y | +134.6% | +1.7% | +133.0% | +128.7% |
| 5Y | +127.9% | -39.6% | +167.5% | +121.3% |
| All | +102.0% | +494.5% | -392.4% | +62.0% |
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