+398.6%
ZS vs GWW
+406.5%
-7.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.4% |
| 7D | -3.1% | -3.4% | +0.3% | -1.9% |
| 30D | -7.2% | -1.9% | -5.3% | -6.5% |
| 3M | +30.5% | -2.4% | +32.9% | +31.0% |
| 6M | +7.0% | +15.7% | -8.7% | +0.6% |
| YTD | -26.8% | +27.6% | -54.4% | -34.3% |
| 1Y | -42.6% | +27.2% | -69.8% | -48.5% |
| 3Y | -0.3% | +89.7% | -90.0% | -23.7% |
| 5Y | -39.2% | +223.9% | -263.1% | -60.7% |
| All | +398.6% | +406.5% | -7.9% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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