-1.0%
ZS vs NWSA
+43.0%
-43.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.1% |
| 7D | -8.1% | -4.8% | -3.3% | -5.2% |
| 30D | -8.4% | +3.0% | -11.4% | -10.0% |
| 3M | +31.1% | +9.3% | +21.8% | +23.4% |
| 6M | +4.4% | +23.2% | -18.8% | -9.4% |
| YTD | -27.3% | +13.3% | -40.6% | -33.5% |
| 1Y | -41.4% | +2.9% | -44.3% | -43.2% |
| All | -1.0% | +43.0% | -43.9% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling