+414.5%
ZS vs WCC
+473.5%
-59.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.4% | -5.5% |
| 7D | -7.8% | +4.5% | -12.3% | -8.9% |
| 30D | +5.0% | -5.8% | +10.8% | +6.5% |
| 3M | +25.5% | -3.7% | +29.2% | +25.6% |
| 6M | +8.7% | +23.1% | -14.4% | -0.1% |
| YTD | -24.5% | +44.2% | -68.7% | -34.0% |
| 1Y | -36.7% | +62.1% | -98.8% | -46.9% |
| 3Y | +7.2% | +121.1% | -113.9% | -21.1% |
| 5Y | -40.9% | +214.0% | -254.9% | -60.6% |
| All | +414.5% | +473.5% | -59.0% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling