+55.5%
ZTS vs NWSA
+148.8%
-93.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -4.5% | -4.8% | +0.3% | -3.0% |
| 30D | -3.3% | +3.0% | -6.3% | -4.2% |
| 3M | -9.7% | +9.3% | -19.0% | -12.3% |
| 6M | -38.8% | +23.2% | -62.0% | -43.1% |
| YTD | -41.2% | +13.3% | -54.5% | -43.9% |
| 1Y | -50.3% | +2.9% | -53.2% | -51.2% |
| 3Y | -59.1% | +43.3% | -102.5% | -64.2% |
| 5Y | -62.8% | +40.9% | -103.6% | -68.0% |
| All | +55.5% | +148.8% | -93.4% | +7.6% |
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