-44.3%
ZS vs WAB
+214.2%
-258.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | 0.0% |
| 7D | -2.6% | +5.1% | -7.7% | -5.2% |
| 30D | -12.8% | +4.0% | -16.8% | -14.7% |
| 3M | +2.3% | +0.1% | +2.2% | +1.9% |
| 6M | +26.3% | +12.8% | +13.5% | +15.7% |
| YTD | -14.4% | +40.1% | -54.5% | -34.6% |
| 1Y | -37.6% | +46.4% | -84.0% | -54.0% |
| 3Y | +8.0% | +167.4% | -159.3% | -52.5% |
| All | -44.3% | +214.2% | -258.5% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling