+126.7%
WFC vs ZTS
-62.4%
+189.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.7% | -1.5% |
| 7D | +1.1% | -4.8% | +5.8% | +2.2% |
| 30D | +0.8% | +1.2% | -0.4% | +0.4% |
| 3M | +9.3% | -6.0% | +15.3% | +10.5% |
| 6M | +10.6% | -38.7% | +49.4% | +23.3% |
| YTD | -4.1% | -40.6% | +36.6% | +7.7% |
| 1Y | +13.6% | -50.6% | +64.2% | +33.3% |
| 3Y | +130.7% | -58.7% | +189.5% | +180.7% |
| 5Y | +126.7% | -62.8% | +189.6% | +161.4% |
| All | +126.7% | -62.4% | +189.1% | +161.4% |
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