-39.6%
ZS vs WPM
+252.7%
-292.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.9% |
| 7D | -8.1% | -3.6% | -4.4% | -7.4% |
| 30D | -8.4% | +12.5% | -20.9% | -10.6% |
| 3M | +31.1% | +40.6% | -9.5% | +22.2% |
| 6M | +4.4% | +0.5% | +3.8% | +3.3% |
| YTD | -27.3% | +29.0% | -56.4% | -33.6% |
| 1Y | -41.4% | +43.8% | -85.2% | -48.5% |
| 3Y | +1.7% | +266.3% | -264.6% | -35.4% |
| 5Y | -39.6% | +255.1% | -294.7% | -63.1% |
| All | -39.6% | +252.7% | -292.3% | -63.1% |
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 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