-40.7%
ZS vs WING
-33.6%
-7.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.5% | +2.3% |
| 7D | -3.8% | -2.3% | -1.6% | -3.2% |
| 30D | -6.0% | -5.6% | -0.4% | -5.1% |
| 3M | +32.0% | -22.9% | +54.9% | +40.1% |
| 6M | +2.1% | -50.4% | +52.6% | +22.2% |
| YTD | -26.2% | -53.3% | +27.2% | -11.4% |
| 1Y | -41.2% | -61.2% | +20.1% | -25.5% |
| 3Y | +3.3% | -30.1% | +33.4% | -15.3% |
| 5Y | -40.7% | -35.0% | -5.7% | -59.3% |
| All | -40.7% | -33.6% | -7.1% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling