-62.8%
ZTS vs GWW
+219.8%
-282.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -4.5% | -3.1% | -1.3% | -3.5% |
| 30D | -3.3% | -2.3% | -1.0% | -2.6% |
| 3M | -9.7% | -3.3% | -6.4% | -8.8% |
| 6M | -38.8% | +15.4% | -54.2% | -42.0% |
| YTD | -41.2% | +26.7% | -67.9% | -46.2% |
| 1Y | -50.3% | +29.0% | -79.3% | -54.9% |
| 3Y | -59.1% | +89.0% | -148.1% | -68.5% |
| 5Y | -62.8% | +221.8% | -284.5% | -77.5% |
| All | -62.8% | +219.8% | -282.5% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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