-62.4%
ZTS vs NWSA
+40.1%
-102.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -3.8% | -3.1% | -0.7% | -2.7% |
| 30D | -2.0% | +4.3% | -6.3% | -3.5% |
| 3M | -10.2% | +9.2% | -19.4% | -13.0% |
| 6M | -39.4% | +21.6% | -61.0% | -43.7% |
| YTD | -40.8% | +14.2% | -55.0% | -44.0% |
| 1Y | -50.1% | +1.8% | -51.9% | -50.9% |
| 3Y | -58.9% | +44.4% | -103.3% | -64.9% |
| 5Y | -62.4% | +41.0% | -103.3% | -69.5% |
| All | -62.4% | +40.1% | -102.4% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling