+133.3%
WFC vs ZS
+2.4%
+131.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.6% | +1.7% |
| 7D | +0.4% | -3.8% | +4.3% | +0.8% |
| 30D | +2.5% | -6.0% | +8.4% | +2.9% |
| 3M | +10.0% | +32.0% | -22.0% | +6.3% |
| 6M | +15.1% | +2.1% | +12.9% | +13.0% |
| YTD | -2.2% | -26.2% | +23.9% | +0.7% |
| 1Y | +13.5% | -41.2% | +54.6% | +20.8% |
| All | +133.3% | +2.4% | +131.0% | +116.9% |
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