-36.7%
ZS vs WU
-8.3%
-28.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.4% |
| 7D | -7.8% | -0.8% | -7.0% | -7.7% |
| 30D | +5.0% | -1.1% | +6.1% | +5.2% |
| 3M | +25.5% | -3.9% | +29.4% | +24.9% |
| 6M | +8.7% | -20.7% | +29.4% | +9.1% |
| YTD | -24.5% | -18.4% | -6.1% | -24.6% |
| 1Y | -36.7% | -8.1% | -28.6% | -36.9% |
| All | -36.7% | -8.3% | -28.4% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling