-44.3%
ZS vs WPM
+210.4%
-254.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -2.6% | -3.6% | +0.9% | -2.1% |
| 30D | -12.8% | +1.4% | -14.3% | -13.3% |
| 3M | +2.3% | -0.2% | +2.5% | +1.4% |
| 6M | +26.3% | -7.3% | +33.6% | +26.4% |
| YTD | -14.4% | +12.3% | -26.8% | -20.3% |
| 1Y | -37.6% | +24.9% | -62.5% | -43.8% |
| 3Y | +8.0% | +210.4% | -202.3% | -29.5% |
| All | -44.3% | +210.4% | -254.7% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling