+390.7%
ZS vs GWW
+410.2%
-19.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -2.0% | -3.7% |
| 7D | -9.2% | -1.5% | -7.7% | -8.7% |
| 30D | -4.0% | +1.1% | -5.1% | -4.3% |
| 3M | +25.3% | -1.0% | +26.3% | +25.2% |
| 6M | -1.3% | +16.3% | -17.6% | -7.4% |
| YTD | -28.0% | +28.5% | -56.5% | -35.5% |
| 1Y | -42.5% | +30.3% | -72.8% | -48.9% |
| 3Y | +0.7% | +91.6% | -90.9% | -23.1% |
| 5Y | -42.3% | +224.0% | -266.3% | -62.7% |
| All | +390.7% | +410.2% | -19.4% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling