-42.8%
ZTS vs SW
+42.5%
-85.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.1% | +3.4% | +6.9% |
| 7D | +15.4% | +12.1% | +3.4% | +13.6% |
| 30D | +25.8% | +6.6% | +19.2% | +24.6% |
| 3M | +18.1% | -6.0% | +24.1% | +19.0% |
| 6M | -19.7% | +21.5% | -41.2% | -22.3% |
| YTD | -27.5% | +20.3% | -47.8% | -29.8% |
| 1Y | -26.7% | +28.1% | -54.9% | -29.6% |
| All | -42.8% | +42.5% | -85.3% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 3y: compounded portfolio wealth divided by compounded SW 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…
3y analysis · Full analysis span regression · 6 months rolling