-40.7%
ZS vs WWD
+191.3%
-232.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.7% |
| 7D | -3.8% | +0.6% | -4.5% | -4.0% |
| 30D | -6.0% | -5.1% | -0.9% | -4.3% |
| 3M | +32.0% | -11.2% | +43.2% | +36.4% |
| 6M | +2.1% | -12.0% | +14.2% | +4.3% |
| YTD | -26.2% | +12.0% | -38.1% | -33.9% |
| 1Y | -41.2% | +42.8% | -84.0% | -54.2% |
| 3Y | +3.3% | +168.9% | -165.6% | -46.5% |
| 5Y | -40.7% | +192.2% | -232.9% | -73.7% |
| All | -40.7% | +191.3% | -232.0% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling