+487.3%
ZS vs WING
+303.4%
+183.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -13.7% | -0.5% | -13.1% | -13.6% |
| 30D | -14.2% | +32.3% | -46.5% | -21.8% |
| 3M | +8.5% | +50.2% | -41.6% | -6.2% |
| 6M | +30.2% | +31.7% | -1.5% | +14.2% |
| YTD | -13.8% | -29.6% | +15.8% | -9.9% |
| 1Y | -41.5% | -29.7% | -11.8% | -39.1% |
| 3Y | +10.7% | -19.8% | +30.5% | -2.7% |
| 5Y | -43.6% | +3.1% | -46.7% | -59.6% |
| All | +487.3% | +303.4% | +183.8% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling