+0.6%
ZS vs WU
-28.6%
+29.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +2.7% |
| 7D | -3.8% | -4.9% | +1.1% | -2.8% |
| 30D | -6.0% | -1.3% | -4.7% | -5.8% |
| 3M | +32.0% | -3.6% | +35.6% | +31.8% |
| 6M | +2.1% | -24.3% | +26.5% | +6.9% |
| YTD | -26.2% | -21.1% | -5.1% | -23.6% |
| 1Y | -41.2% | -10.3% | -30.8% | -41.1% |
| All | +0.6% | -28.6% | +29.3% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling