+499.0%
ZS vs SW
+36.2%
+462.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -2.9% |
| 7D | -16.9% | +2.3% | -19.2% | -17.1% |
| 30D | -7.4% | +6.8% | -14.2% | -8.2% |
| 3M | +21.6% | -5.2% | +26.8% | +22.2% |
| 6M | +42.4% | +7.4% | +35.0% | +40.3% |
| YTD | -12.1% | +17.4% | -29.5% | -14.9% |
| 1Y | -37.8% | +27.1% | -64.9% | -40.5% |
| 3Y | +20.9% | +47.9% | -26.9% | +11.9% |
| 5Y | -41.6% | -2.6% | -39.0% | -45.4% |
| All | +499.0% | +36.2% | +462.8% | +507.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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