-31.6%
ZS vs WY
+0.3%
-32.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.6% | -5.9% | +2.0% |
| 7D | -12.3% | +13.3% | -25.6% | -7.4% |
| 30D | +11.2% | +17.6% | -6.4% | +19.1% |
| 3M | +37.5% | -15.0% | +52.5% | +28.3% |
| 6M | +57.8% | -5.9% | +63.7% | +55.9% |
| YTD | -0.2% | -5.7% | +5.5% | -2.2% |
| 1Y | -31.6% | -0.2% | -31.4% | -34.2% |
| All | -31.6% | +0.3% | -32.0% | -34.2% |
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