+398.6%
ZS vs WTW
+118.6%
+280.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -3.1% | -5.7% | +2.6% | -0.6% |
| 30D | -7.2% | -7.3% | 0.0% | -4.4% |
| 3M | +30.5% | +21.5% | +9.0% | +18.7% |
| 6M | +7.0% | +9.6% | -2.7% | +1.7% |
| YTD | -26.8% | -3.3% | -23.6% | -27.1% |
| 1Y | -42.6% | -6.1% | -36.5% | -42.2% |
| 3Y | -0.3% | +61.8% | -62.2% | -24.5% |
| 5Y | -39.2% | +42.7% | -81.9% | -51.4% |
| All | +398.6% | +118.6% | +280.0% | +230.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling