-40.7%
ZS vs AWK
-16.7%
-24.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -3.8% | +0.6% | -4.4% | -3.9% |
| 30D | -6.0% | +4.3% | -10.3% | -6.8% |
| 3M | +32.0% | +12.5% | +19.5% | +28.9% |
| 6M | +2.1% | +3.3% | -1.2% | +1.3% |
| YTD | -26.2% | +9.8% | -35.9% | -28.0% |
| 1Y | -41.2% | +2.9% | -44.1% | -41.8% |
| 3Y | +3.3% | +9.6% | -6.3% | -3.7% |
| 5Y | -40.7% | -16.7% | -24.1% | -35.3% |
| All | -40.7% | -16.7% | -24.0% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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