+1,228.2%
WDC vs ZTS
+58.5%
+1,169.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.2% |
| 7D | +4.4% | -4.5% | +8.9% | +6.4% |
| 30D | +5.3% | -3.3% | +8.6% | +6.3% |
| 3M | -5.9% | -9.7% | +3.8% | -3.3% |
| 6M | +73.2% | -38.8% | +112.1% | +110.5% |
| YTD | +167.8% | -41.2% | +209.0% | +230.4% |
| 1Y | +386.0% | -50.3% | +436.3% | +550.3% |
| 3Y | +1,309.7% | -59.1% | +1,368.8% | +1,919.7% |
| 5Y | +957.1% | -62.8% | +1,019.9% | +1,455.1% |
| All | +1,228.2% | +58.5% | +1,169.7% | +890.0% |
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