-36.7%
ZS vs WAB
+48.2%
-84.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.2% |
| 7D | -7.8% | -3.2% | -4.6% | -9.0% |
| 30D | +5.0% | -4.4% | +9.5% | +3.2% |
| 3M | +25.5% | +7.9% | +17.7% | +30.0% |
| 6M | +8.7% | +8.7% | 0.0% | +12.6% |
| YTD | -24.5% | +33.0% | -57.5% | -25.5% |
| 1Y | -36.7% | +46.7% | -83.4% | -39.8% |
| All | -36.7% | +48.2% | -84.9% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling