-39.8%
ZS vs SW
-1.6%
-38.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.5% | -7.7% | -8.9% |
| 7D | -17.7% | +4.7% | -22.4% | -18.4% |
| 30D | -3.9% | +5.0% | -8.9% | -4.9% |
| 3M | +26.1% | -7.3% | +33.5% | +27.6% |
| 6M | +44.2% | +15.0% | +29.2% | +39.1% |
| YTD | -9.4% | +18.5% | -27.9% | -14.0% |
| 1Y | -37.1% | +27.1% | -64.2% | -41.3% |
| 3Y | +24.0% | +49.3% | -25.3% | +7.6% |
| 5Y | -39.8% | -1.6% | -38.1% | -45.4% |
| All | -39.8% | -1.6% | -38.1% | -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