+395.4%
ZS vs WWD
+374.0%
+21.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -8.1% | -2.9% | -5.2% | -7.5% |
| 30D | -8.4% | -6.6% | -1.8% | -7.1% |
| 3M | +31.1% | -9.3% | +40.4% | +33.3% |
| 6M | +4.4% | -13.6% | +18.0% | +6.4% |
| YTD | -27.3% | +10.4% | -37.7% | -31.0% |
| 1Y | -41.4% | +39.9% | -81.2% | -48.0% |
| 3Y | +1.7% | +165.0% | -163.4% | -24.2% |
| 5Y | -39.6% | +183.8% | -223.4% | -56.6% |
| All | +395.4% | +374.0% | +21.4% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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