+149.3%
ZTS vs FWONK
+276.3%
-127.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -4.5% | -1.5% | -2.9% | -4.1% |
| 30D | -3.3% | -6.8% | +3.5% | -1.6% |
| 3M | -9.7% | +7.7% | -17.5% | -11.6% |
| 6M | -38.8% | +11.0% | -49.8% | -40.9% |
| YTD | -41.2% | -3.1% | -38.1% | -41.2% |
| 1Y | -50.3% | -3.5% | -46.8% | -50.4% |
| 3Y | -59.1% | +44.6% | -103.7% | -63.9% |
| 5Y | -62.8% | +98.3% | -161.0% | -70.1% |
| 10Y | +57.8% | +339.3% | -281.5% | +0.9% |
| All | +149.3% | +276.3% | -127.1% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling