-62.3%
ZTS vs FWONK
+97.7%
-160.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -0.8% | -7.7% | +7.0% | +1.2% |
| 3M | -9.7% | +5.7% | -15.4% | -11.2% |
| 6M | -38.4% | +13.5% | -51.9% | -40.9% |
| YTD | -41.1% | -3.0% | -38.1% | -41.0% |
| 1Y | -50.6% | -6.4% | -44.2% | -50.1% |
| 3Y | -59.1% | +43.8% | -103.0% | -64.9% |
| All | -62.3% | +97.7% | -160.0% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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