-21.7%
WBD vs ZTS
+162.3%
-184.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.5% |
| 7D | -0.7% | -4.8% | +4.1% | +0.8% |
| 30D | +5.0% | +1.2% | +3.8% | +4.4% |
| 3M | +6.2% | -6.0% | +12.3% | +7.7% |
| 6M | +0.6% | -38.7% | +39.3% | +16.0% |
| YTD | -2.4% | -40.6% | +38.2% | +13.4% |
| 1Y | +127.7% | -50.6% | +178.3% | +180.7% |
| 3Y | +148.4% | -58.7% | +207.2% | +224.2% |
| 5Y | +4.2% | -62.8% | +67.1% | +36.8% |
| 10Y | +10.8% | +56.2% | -45.4% | -6.0% |
| All | -21.7% | +162.3% | -184.1% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling