+414.5%
ZS vs WING
+164.2%
+250.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.2% |
| 7D | -7.8% | -3.9% | -4.0% | -6.8% |
| 30D | +5.0% | -11.6% | +16.6% | +8.2% |
| 3M | +25.5% | -24.2% | +49.7% | +34.3% |
| 6M | +8.7% | -54.1% | +62.8% | +33.7% |
| YTD | -24.5% | -53.9% | +29.4% | -8.8% |
| 1Y | -36.7% | -64.4% | +27.7% | -17.4% |
| 3Y | +7.2% | -30.2% | +37.4% | -4.2% |
| 5Y | -40.9% | -34.1% | -6.8% | -51.0% |
| All | +414.5% | +164.2% | +250.3% | +159.4% |
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