+398.6%
ZS vs WPM
+772.6%
-374.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | +0.3% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | -7.2% | +14.4% | -21.6% | -9.3% |
| 3M | +30.5% | +37.0% | -6.5% | +23.7% |
| 6M | +7.0% | +4.1% | +2.9% | +5.3% |
| YTD | -26.8% | +31.7% | -58.6% | -31.7% |
| 1Y | -42.6% | +44.2% | -86.8% | -47.6% |
| 3Y | -0.3% | +265.5% | -265.8% | -25.0% |
| 5Y | -39.2% | +262.5% | -301.7% | -55.1% |
| All | +398.6% | +772.6% | -374.0% | +306.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling