-35.7%
WDAY vs ZTS
-59.3%
+23.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.5% |
| 7D | -4.8% | +1.0% | -5.8% | -5.2% |
| 30D | +2.5% | +12.4% | -9.9% | -3.0% |
| 3M | +8.8% | +13.6% | -4.8% | +2.7% |
| 6M | +60.7% | +9.3% | +51.4% | +53.5% |
| YTD | -11.2% | -32.6% | +21.3% | +2.0% |
| 1Y | -15.6% | -30.0% | +14.4% | -5.1% |
| 3Y | -17.1% | -48.7% | +31.6% | +4.1% |
| 5Y | -35.7% | -59.3% | +23.6% | -7.4% |
| All | -35.7% | -59.3% | +23.6% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling