+390.7%
ZS vs WPM
+778.2%
-387.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | -9.2% | +7.0% | -16.2% | -10.2% |
| 30D | -4.0% | +15.7% | -19.7% | -6.3% |
| 3M | +25.3% | +35.2% | -9.9% | +19.1% |
| 6M | -1.3% | +6.1% | -7.4% | -3.1% |
| YTD | -28.0% | +32.6% | -60.6% | -32.8% |
| 1Y | -42.5% | +46.9% | -89.4% | -47.7% |
| 3Y | +0.7% | +276.3% | -275.6% | -24.6% |
| 5Y | -42.3% | +260.0% | -302.3% | -57.4% |
| All | +390.7% | +778.2% | -387.5% | +299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling