-44.6%
ZS vs WEC
+55.1%
-99.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -5.2% | -0.7% | -4.5% | -5.3% |
| 30D | -15.5% | +11.0% | -26.5% | -14.2% |
| 3M | +9.0% | +8.6% | +0.4% | +10.4% |
| 6M | +32.2% | +6.2% | +26.0% | +33.7% |
| YTD | -14.1% | +14.3% | -28.4% | -12.9% |
| 1Y | -39.1% | +8.4% | -47.4% | -38.3% |
| 3Y | +10.4% | +62.9% | -52.5% | +11.1% |
| 5Y | -44.6% | +55.8% | -100.5% | -39.3% |
| All | -44.6% | +55.1% | -99.7% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling