+390.7%
ZS vs NWSA
+98.1%
+292.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.8% | -3.7% |
| 7D | -9.2% | -2.6% | -6.6% | -8.0% |
| 30D | -4.0% | +4.6% | -8.6% | -6.0% |
| 3M | +25.3% | +10.2% | +15.1% | +19.3% |
| 6M | -1.3% | +21.6% | -22.9% | -10.5% |
| YTD | -28.0% | +14.6% | -42.6% | -32.9% |
| 1Y | -42.5% | +0.4% | -42.8% | -43.2% |
| 3Y | +0.7% | +45.0% | -44.3% | -16.1% |
| 5Y | -42.3% | +41.3% | -83.6% | -52.4% |
| All | +390.7% | +98.1% | +292.6% | +247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling