-36.7%
ZS vs WPM
+53.7%
-90.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.5% |
| 7D | -7.8% | +1.1% | -8.9% | -7.8% |
| 30D | +5.0% | +26.4% | -21.3% | +5.9% |
| 3M | +25.5% | +20.8% | +4.7% | +26.0% |
| 6M | +8.7% | +1.1% | +7.6% | +7.9% |
| YTD | -24.5% | +32.5% | -57.0% | -24.8% |
| 1Y | -36.7% | +51.5% | -88.2% | -38.1% |
| All | -36.7% | +53.7% | -90.4% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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