+265.8%
WDAY vs ZTS
+170.4%
+95.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.7% | -5.1% |
| 7D | -4.4% | -2.0% | -2.4% | -3.4% |
| 30D | +14.7% | +1.9% | +12.8% | +13.5% |
| 3M | +32.4% | -4.0% | +36.4% | +34.9% |
| 6M | +36.9% | -39.1% | +76.0% | +70.2% |
| YTD | -8.8% | -38.8% | +30.0% | +12.8% |
| 1Y | -15.3% | -49.6% | +34.3% | +15.3% |
| 3Y | -21.2% | -59.0% | +37.8% | +16.4% |
| 5Y | -29.5% | -61.8% | +32.3% | +7.0% |
| 10Y | +120.0% | +61.4% | +58.6% | +66.8% |
| All | +265.8% | +170.4% | +95.5% | +140.9% |
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 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