-31.6%
ZS vs WING
-23.2%
-8.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.1% |
| 7D | -12.3% | +21.0% | -33.2% | -11.7% |
| 30D | +11.2% | +56.9% | -45.7% | +12.2% |
| 3M | +37.5% | +38.4% | -0.9% | +38.7% |
| 6M | +57.8% | +12.0% | +45.9% | +60.9% |
| YTD | -0.2% | -29.2% | +29.0% | +8.3% |
| 1Y | -31.6% | -28.8% | -2.8% | -26.8% |
| All | -31.6% | -23.2% | -8.4% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling