-39.6%
ZS vs GWW
+219.8%
-259.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -8.1% | -3.1% | -4.9% | -6.7% |
| 30D | -8.4% | -2.3% | -6.1% | -7.4% |
| 3M | +31.1% | -3.3% | +34.4% | +32.3% |
| 6M | +4.4% | +15.4% | -11.0% | -4.1% |
| YTD | -27.3% | +26.7% | -54.1% | -37.5% |
| 1Y | -41.4% | +29.0% | -70.3% | -50.3% |
| 3Y | +1.7% | +89.0% | -87.3% | -34.1% |
| 5Y | -39.6% | +221.8% | -261.4% | -71.2% |
| All | -39.6% | +219.8% | -259.3% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling