+398.6%
ZS vs NWSA
+96.2%
+302.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.1% | -2.8% | -0.3% | -1.7% |
| 30D | -7.2% | +3.0% | -10.2% | -8.5% |
| 3M | +30.5% | +12.3% | +18.2% | +23.1% |
| 6M | +7.0% | +21.9% | -14.9% | -3.1% |
| YTD | -26.8% | +13.6% | -40.4% | -31.5% |
| 1Y | -42.6% | +0.5% | -43.1% | -43.4% |
| 3Y | -0.3% | +43.8% | -44.1% | -16.6% |
| 5Y | -39.2% | +41.2% | -80.4% | -49.7% |
| All | +398.6% | +96.2% | +302.4% | +254.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling