-42.3%
ZS vs ARWR
+29.5%
-71.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.3% |
| 7D | -9.2% | +2.9% | -12.1% | -9.7% |
| 30D | -4.0% | -2.9% | -1.1% | -3.5% |
| 3M | +25.3% | +15.2% | +10.1% | +20.6% |
| 6M | -1.3% | +42.3% | -43.6% | -10.3% |
| YTD | -28.0% | +28.2% | -56.2% | -33.5% |
| 1Y | -42.5% | +213.2% | -255.7% | -58.7% |
| 3Y | +0.7% | +184.6% | -183.9% | -36.1% |
| 5Y | -42.3% | +29.2% | -71.5% | -51.5% |
| All | -42.3% | +29.5% | -71.8% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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