+87.8%
ZTS vs NWSA
+148.1%
-60.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.6% | +0.1% |
| 7D | +5.6% | +2.2% | +3.4% | +4.8% |
| 30D | +12.1% | -8.8% | +20.8% | +15.6% |
| 3M | +11.3% | -6.5% | +17.8% | +13.8% |
| 6M | +14.3% | +1.5% | +12.8% | +13.7% |
| YTD | -31.9% | +4.0% | -35.9% | -33.2% |
| 1Y | -29.3% | +3.4% | -32.7% | -30.5% |
| 3Y | -48.0% | +34.8% | -82.9% | -53.6% |
| 5Y | -58.9% | +18.4% | -77.2% | -62.7% |
| All | +87.8% | +148.1% | -60.4% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling