-41.4%
ZS vs WAB
+47.7%
-89.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.1% | -0.2% | -7.9% | -8.1% |
| 30D | -8.4% | -5.9% | -2.6% | -10.5% |
| 3M | +31.1% | +9.4% | +21.7% | +36.2% |
| 6M | +4.4% | +13.8% | -9.5% | +7.2% |
| YTD | -27.3% | +31.8% | -59.1% | -29.0% |
| 1Y | -41.4% | +48.5% | -89.9% | -46.2% |
| All | -41.4% | +47.7% | -89.1% | -46.2% |
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