+288.5%
WMB vs ZS
+608.8%
-320.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.7% |
| 7D | -6.9% | -13.4% | +6.5% | -6.0% |
| 30D | -7.2% | -16.6% | +9.4% | -6.1% |
| 3M | -5.4% | +10.3% | -15.8% | -6.3% |
| 6M | -4.9% | +28.1% | -33.0% | -7.3% |
| YTD | +14.7% | -13.3% | +28.0% | +14.4% |
| 1Y | +14.7% | -40.7% | +55.4% | +17.6% |
| 3Y | +116.4% | +11.4% | +105.0% | +109.6% |
| 5Y | +198.5% | -42.2% | +240.7% | +193.5% |
| All | +288.5% | +608.8% | -320.3% | +187.4% |
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