+111.5%
WDAY vs ZTS
+58.5%
+53.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -10.5% | -4.5% | -6.1% | -8.3% |
| 30D | +2.1% | -3.3% | +5.4% | +4.2% |
| 3M | +34.6% | -9.7% | +44.4% | +42.0% |
| 6M | +29.9% | -38.8% | +68.7% | +63.2% |
| YTD | -13.8% | -41.2% | +27.4% | +10.4% |
| 1Y | -18.3% | -50.3% | +32.0% | +14.4% |
| 3Y | -26.2% | -59.1% | +33.0% | +12.0% |
| 5Y | -30.8% | -62.8% | +32.0% | +9.9% |
| All | +111.5% | +58.5% | +53.0% | +52.5% |
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