-39.6%
ZS vs WCN
+25.5%
-65.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.9% |
| 7D | -8.1% | -4.4% | -3.6% | -5.4% |
| 30D | -8.4% | -4.4% | -4.0% | -5.8% |
| 3M | +31.1% | +0.5% | +30.6% | +29.9% |
| 6M | +4.4% | -3.3% | +7.7% | +5.6% |
| YTD | -27.3% | -8.5% | -18.8% | -24.0% |
| 1Y | -41.4% | -8.9% | -32.4% | -38.8% |
| 3Y | +1.7% | +18.0% | -16.4% | -16.6% |
| 5Y | -39.6% | +25.0% | -64.6% | -55.5% |
| All | -39.6% | +25.5% | -65.0% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling