-1.9%
ZS vs WEC
+41.5%
-43.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.3% |
| 7D | -9.2% | +0.8% | -10.0% | -9.0% |
| 30D | -4.0% | +0.3% | -4.3% | -3.8% |
| 3M | +25.3% | -2.9% | +28.2% | +24.5% |
| 6M | -1.3% | -5.9% | +4.6% | -2.2% |
| YTD | -28.0% | +4.1% | -32.2% | -27.5% |
| 1Y | -42.5% | +3.1% | -45.6% | -42.2% |
| All | -1.9% | +41.5% | -43.4% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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