+483.2%
ZS vs WCC
+425.9%
+57.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -2.6% | +9.9% | -12.6% | -5.0% |
| 30D | -12.8% | -8.4% | -4.4% | -11.3% |
| 3M | +2.3% | -10.3% | +12.6% | +4.1% |
| 6M | +26.3% | -10.5% | +36.7% | +27.2% |
| YTD | -14.4% | +32.2% | -46.6% | -24.2% |
| 1Y | -37.6% | +25.5% | -63.2% | -44.0% |
| 3Y | +8.0% | +134.7% | -126.7% | -22.4% |
| 5Y | -44.9% | +139.9% | -184.8% | -61.6% |
| All | +483.2% | +425.9% | +57.4% | +318.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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