+3.9%
WFC vs ZS
-39.0%
+42.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +2.5% | -2.6% | +5.1% | +2.5% |
| 30D | +7.0% | -12.8% | +19.8% | +7.1% |
| 3M | -1.8% | +2.3% | -4.0% | -1.8% |
| 6M | +18.4% | +26.3% | -7.9% | +17.7% |
| YTD | -5.6% | -14.4% | +8.8% | -4.9% |
| 1Y | +3.9% | -37.6% | +41.5% | +8.0% |
| All | +3.9% | -39.0% | +42.8% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling