+257.1%
WFC vs ZTS
+197.9%
+59.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +1.7% | +1.0% | +0.7% | +1.4% |
| 30D | +6.8% | +12.4% | -5.6% | +2.6% |
| 3M | -3.0% | +13.6% | -16.6% | -7.4% |
| 6M | +15.4% | +9.3% | +6.1% | +11.0% |
| YTD | -5.9% | -32.6% | +26.7% | +5.3% |
| 1Y | +1.7% | -30.0% | +31.7% | +12.1% |
| 3Y | +124.9% | -48.7% | +173.6% | +169.4% |
| 5Y | +90.5% | -59.3% | +149.8% | +144.4% |
| 10Y | +117.8% | +79.8% | +38.0% | +66.4% |
| All | +257.1% | +197.9% | +59.3% | +137.7% |
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