-44.3%
ZS vs NWSA
+18.8%
-63.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -2.4% |
| 7D | -2.6% | +2.2% | -4.8% | -4.3% |
| 30D | -12.8% | -8.8% | -4.1% | -7.3% |
| 3M | +2.3% | -6.5% | +8.8% | +6.8% |
| 6M | +26.3% | +1.5% | +24.8% | +22.3% |
| YTD | -14.4% | +4.0% | -18.5% | -18.7% |
| 1Y | -37.6% | +3.4% | -41.1% | -40.7% |
| 3Y | +8.0% | +34.8% | -26.8% | -20.5% |
| All | -44.3% | +18.8% | -63.1% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling