+992.6%
WDC vs ZTS
-62.4%
+1,055.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.8% |
| 7D | +6.0% | -4.8% | +10.8% | +7.1% |
| 30D | +9.9% | +1.2% | +8.7% | +9.3% |
| 3M | -9.4% | -6.0% | -3.4% | -8.8% |
| 6M | +94.7% | -38.7% | +133.5% | +123.1% |
| YTD | +177.4% | -40.6% | +218.0% | +220.5% |
| 1Y | +412.6% | -50.6% | +463.2% | +532.4% |
| 3Y | +1,359.8% | -58.7% | +1,418.5% | +1,785.2% |
| 5Y | +992.6% | -62.8% | +1,055.4% | +1,241.0% |
| All | +992.6% | -62.4% | +1,055.0% | +1,241.0% |
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 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