-36.7%
ZS vs WY
-4.5%
-32.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.2% |
| 7D | -7.8% | -1.7% | -6.1% | -8.4% |
| 30D | +5.0% | -10.1% | +15.1% | +1.4% |
| 3M | +25.5% | -5.1% | +30.7% | +23.1% |
| 6M | +8.7% | -4.8% | +13.5% | +8.8% |
| YTD | -24.5% | -0.2% | -24.3% | -24.7% |
| 1Y | -36.7% | -6.6% | -30.1% | -33.5% |
| All | -36.7% | -4.5% | -32.2% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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