-39.6%
ZS vs WY
-22.3%
-17.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.3% |
| 7D | -8.1% | -3.7% | -4.4% | -6.4% |
| 30D | -8.4% | -11.3% | +2.9% | -3.3% |
| 3M | +31.1% | -8.1% | +39.2% | +35.3% |
| 6M | +4.4% | -7.4% | +11.8% | +5.1% |
| YTD | -27.3% | -4.7% | -22.6% | -29.0% |
| 1Y | -41.4% | -9.2% | -32.2% | -41.1% |
| 3Y | +1.7% | -24.7% | +26.4% | +10.6% |
| 5Y | -39.6% | -21.6% | -18.0% | -26.2% |
| All | -39.6% | -22.3% | -17.3% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling