+11.4%
WBD vs ZTS
+58.7%
-47.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -0.7% | -3.7% | +3.0% | +0.5% |
| 30D | +1.4% | -0.8% | +2.2% | +1.5% |
| 3M | +4.4% | -9.7% | +14.1% | +7.4% |
| 6M | +0.8% | -38.4% | +39.2% | +16.5% |
| YTD | -2.7% | -41.1% | +38.4% | +14.0% |
| 1Y | +73.4% | -50.6% | +124.0% | +115.5% |
| 3Y | +142.1% | -59.1% | +201.3% | +220.8% |
| 5Y | +7.2% | -62.7% | +69.9% | +40.9% |
| All | +11.4% | +58.7% | -47.4% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 10y: compounded portfolio wealth divided by compounded ZTS 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…
10y analysis · Full analysis span regression · 6 months rolling