+135.9%
WMT vs ZS
-38.5%
+174.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | 0.0% | -3.1% | +3.1% | +0.2% |
| 30D | -7.4% | -7.2% | -0.2% | -7.1% |
| 3M | -10.9% | +30.5% | -41.3% | -12.1% |
| 6M | -12.7% | +7.0% | -19.7% | -13.6% |
| YTD | -3.2% | -26.8% | +23.6% | -2.0% |
| 1Y | +5.3% | -42.6% | +47.9% | +8.2% |
| 3Y | +101.9% | -0.3% | +102.2% | +97.1% |
| All | +135.9% | -38.5% | +174.4% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling