+398.6%
ZS vs FWONK
+201.9%
+196.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -7.2% | -7.7% | +0.5% | -4.0% |
| 3M | +30.5% | +5.7% | +24.8% | +27.5% |
| 6M | +7.0% | +13.5% | -6.5% | +1.7% |
| YTD | -26.8% | -3.0% | -23.9% | -26.3% |
| 1Y | -42.6% | -6.4% | -36.2% | -41.5% |
| 3Y | -0.3% | +43.8% | -44.1% | -16.5% |
| 5Y | -39.2% | +98.6% | -137.8% | -53.4% |
| All | +398.6% | +201.9% | +196.7% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling