+395.4%
ZS vs WU
-41.7%
+437.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -8.1% | -5.0% | -3.1% | -6.8% |
| 30D | -8.4% | -2.3% | -6.2% | -7.9% |
| 3M | +31.1% | -3.2% | +34.3% | +31.0% |
| 6M | +4.4% | -25.0% | +29.4% | +11.6% |
| YTD | -27.3% | -21.7% | -5.7% | -23.5% |
| 1Y | -41.4% | -9.0% | -32.4% | -41.1% |
| 3Y | +1.7% | -28.9% | +30.6% | +7.7% |
| 5Y | -39.6% | -51.0% | +11.4% | -31.1% |
| All | +395.4% | -41.7% | +437.1% | +318.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling