+305.7%
WMT vs ZS
+488.9%
-183.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.7% |
| 7D | +0.1% | -9.2% | +9.3% | +0.7% |
| 30D | -5.0% | -4.0% | -1.0% | -4.8% |
| 3M | -11.3% | +25.3% | -36.6% | -12.6% |
| 6M | -13.8% | -1.3% | -12.5% | -14.5% |
| YTD | -4.2% | -28.0% | +23.8% | -3.1% |
| 1Y | +4.6% | -42.5% | +47.1% | +7.2% |
| 3Y | +100.5% | +0.7% | +99.8% | +95.2% |
| 5Y | +129.7% | -42.3% | +172.0% | +124.7% |
| All | +305.7% | +488.9% | -183.2% | +219.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling