-36.7%
ZS vs NWSA
+5.5%
-42.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.6% |
| 7D | -7.8% | -1.9% | -6.0% | -7.0% |
| 30D | +5.0% | +4.6% | +0.5% | +2.8% |
| 3M | +25.5% | +13.2% | +12.3% | +17.8% |
| 6M | +8.7% | +27.0% | -18.3% | -3.6% |
| YTD | -24.5% | +16.8% | -41.3% | -31.6% |
| 1Y | -36.7% | +4.5% | -41.2% | -40.4% |
| All | -36.7% | +5.5% | -42.2% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling