-0.3%
ZS vs WCN
+18.4%
-18.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -3.1% | -3.1% | 0.0% | -1.9% |
| 30D | -7.2% | -3.4% | -3.8% | -5.9% |
| 3M | +30.5% | +3.0% | +27.5% | +28.6% |
| 6M | +7.0% | -3.8% | +10.7% | +8.3% |
| YTD | -26.8% | -8.3% | -18.5% | -24.6% |
| 1Y | -42.6% | -9.7% | -32.9% | -40.4% |
| 3Y | -0.3% | +17.2% | -17.5% | -6.4% |
| All | -0.3% | +18.4% | -18.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling