+92.0%
WFC vs ZTS
-59.5%
+151.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.3% | -7.4% | +6.2% | +0.5% |
| 30D | +3.6% | +9.9% | -6.3% | +1.2% |
| 3M | -1.3% | +10.3% | -11.6% | -3.8% |
| 6M | +18.0% | +9.2% | +8.8% | +14.8% |
| YTD | -5.9% | -32.9% | +27.0% | +2.6% |
| 1Y | +1.8% | -29.7% | +31.5% | +9.4% |
| 3Y | +125.0% | -49.0% | +174.0% | +157.6% |
| 5Y | +92.0% | -59.3% | +151.2% | +98.9% |
| All | +92.0% | -59.5% | +151.5% | +98.9% |
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 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