+126.3%
WFC vs ZS
+9.6%
+116.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.5% | -2.6% | +5.1% | +2.7% |
| 30D | +7.0% | -12.8% | +19.8% | +8.0% |
| 3M | -1.8% | +2.3% | -4.0% | -2.5% |
| 6M | +18.4% | +26.3% | -7.9% | +13.3% |
| YTD | -5.6% | -14.4% | +8.8% | -4.5% |
| 1Y | +3.9% | -37.6% | +41.5% | +10.9% |
| 3Y | +126.3% | +8.0% | +118.3% | +109.8% |
| All | +126.3% | +9.6% | +116.7% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling