+395.4%
ZS vs BBWI
-32.1%
+427.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -8.1% | -8.0% | 0.0% | -6.7% |
| 30D | -8.4% | -6.6% | -1.8% | -7.5% |
| 3M | +31.1% | -2.7% | +33.8% | +30.9% |
| 6M | +4.4% | -12.8% | +17.2% | +4.4% |
| YTD | -27.3% | -10.5% | -16.8% | -27.9% |
| 1Y | -41.4% | -35.3% | -6.0% | -38.5% |
| 3Y | +1.7% | -47.7% | +49.4% | +7.4% |
| 5Y | -39.6% | -68.9% | +29.3% | -32.0% |
| All | +395.4% | -32.1% | +427.5% | +511.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BBWI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling