-31.6%
WDAY vs ZTS
-62.4%
+30.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.9% | -3.6% |
| 7D | -6.1% | -4.8% | -1.3% | -4.0% |
| 30D | +3.7% | +1.2% | +2.5% | +3.4% |
| 3M | +29.6% | -6.0% | +35.6% | +32.9% |
| 6M | +23.3% | -38.7% | +62.1% | +48.6% |
| YTD | -13.3% | -40.6% | +27.4% | +5.9% |
| 1Y | -19.6% | -50.6% | +31.0% | +7.3% |
| 3Y | -25.7% | -58.7% | +33.1% | +6.3% |
| 5Y | -31.6% | -62.8% | +31.3% | +4.8% |
| All | -31.6% | -62.4% | +30.8% | +4.8% |
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