+390.7%
ZS vs WY
-11.4%
+402.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.2% |
| 7D | -9.2% | -2.1% | -7.2% | -8.6% |
| 30D | -4.0% | -10.5% | +6.5% | -0.8% |
| 3M | +25.3% | -4.9% | +30.2% | +26.6% |
| 6M | -1.3% | -4.9% | +3.6% | -1.4% |
| YTD | -28.0% | -1.7% | -26.3% | -29.3% |
| 1Y | -42.5% | -9.4% | -33.1% | -42.0% |
| 3Y | +0.7% | -22.3% | +23.0% | +5.6% |
| 5Y | -42.3% | -20.5% | -21.8% | -38.6% |
| All | +390.7% | -11.4% | +402.1% | +444.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling