+8.0%
ZS vs WCN
+52.1%
-44.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.6% | +2.6% | -5.2% | -3.5% |
| 30D | -12.8% | +23.9% | -36.8% | -19.7% |
| 3M | +2.3% | +17.4% | -15.1% | -3.6% |
| 6M | +26.3% | +28.0% | -1.7% | +14.5% |
| YTD | -14.4% | +11.6% | -26.0% | -17.9% |
| 1Y | -37.6% | +16.9% | -54.5% | -41.9% |
| 3Y | +8.0% | +51.6% | -43.6% | -13.7% |
| All | +8.0% | +52.1% | -44.1% | -13.7% |
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