-0.3%
ZS vs WTW
+61.9%
-62.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -3.1% | -5.7% | +2.6% | -1.7% |
| 30D | -7.2% | -7.3% | 0.0% | -5.6% |
| 3M | +30.5% | +21.5% | +9.0% | +22.8% |
| 6M | +7.0% | +9.6% | -2.7% | +2.8% |
| YTD | -26.8% | -3.3% | -23.6% | -28.5% |
| 1Y | -42.6% | -6.1% | -36.5% | -43.7% |
| 3Y | -0.3% | +61.8% | -62.2% | -6.8% |
| All | -0.3% | +61.9% | -62.2% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling