+174.6%
ZTS vs GWW
+649.7%
-475.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -2.0% | +1.4% | -3.4% | -2.4% |
| 30D | +1.9% | +3.3% | -1.4% | +0.9% |
| 3M | -4.0% | +2.9% | -6.9% | -4.9% |
| 6M | -39.1% | +15.8% | -54.9% | -42.2% |
| YTD | -38.8% | +32.0% | -70.8% | -44.4% |
| 1Y | -49.6% | +29.9% | -79.5% | -54.0% |
| 3Y | -59.0% | +91.1% | -150.1% | -67.3% |
| 5Y | -61.8% | +223.9% | -285.7% | -74.6% |
| 10Y | +61.4% | +567.0% | -505.6% | -14.0% |
| All | +174.6% | +649.7% | -475.1% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling