+395.4%
ZS vs WAB
+259.1%
+136.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.1% | -0.2% | -7.9% | -8.0% |
| 30D | -8.4% | -5.9% | -2.6% | -7.1% |
| 3M | +31.1% | +9.4% | +21.7% | +27.3% |
| 6M | +4.4% | +13.8% | -9.5% | -0.8% |
| YTD | -27.3% | +31.8% | -59.1% | -34.1% |
| 1Y | -41.4% | +48.5% | -89.9% | -48.8% |
| 3Y | +1.7% | +167.0% | -165.3% | -23.9% |
| 5Y | -39.6% | +222.3% | -261.9% | -56.4% |
| All | +395.4% | +259.1% | +136.3% | +251.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling