-40.0%
ZS vs SW
-2.3%
-37.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.7% |
| 7D | -7.8% | -5.1% | -2.7% | -7.0% |
| 30D | +5.0% | -4.6% | +9.6% | +5.9% |
| 3M | +25.5% | +9.4% | +16.2% | +22.9% |
| 6M | +8.7% | +3.5% | +5.2% | +6.9% |
| YTD | -24.5% | +22.0% | -46.5% | -28.5% |
| 1Y | -36.7% | +2.2% | -38.9% | -38.0% |
| 3Y | +7.2% | +19.6% | -12.4% | -1.6% |
| All | -40.0% | -2.3% | -37.6% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling