-40.7%
ZS vs WEC
+30.7%
-71.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.5% |
| 7D | -3.8% | +0.4% | -4.2% | -3.8% |
| 30D | -6.0% | +0.9% | -6.9% | -5.9% |
| 3M | +32.0% | -5.3% | +37.3% | +31.3% |
| 6M | +2.1% | -6.6% | +8.7% | +1.7% |
| YTD | -26.2% | +3.3% | -29.4% | -26.2% |
| 1Y | -41.2% | +2.1% | -43.2% | -41.3% |
| 3Y | +3.3% | +39.6% | -36.3% | +3.1% |
| 5Y | -40.7% | +31.2% | -71.9% | -37.3% |
| All | -40.7% | +30.7% | -71.4% | -37.3% |
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