+18.7%
WM vs ZS
-40.7%
+59.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.3% |
| 7D | +1.2% | -13.4% | +14.6% | +1.0% |
| 30D | +13.7% | -16.6% | +30.3% | +13.5% |
| 3M | +5.2% | +10.3% | -5.1% | +5.1% |
| 6M | +11.2% | +28.1% | -16.9% | +11.5% |
| YTD | +9.4% | -13.3% | +22.8% | +9.5% |
| All | +18.7% | -40.7% | +59.5% | +17.3% |
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