-59.7%
ZTS vs SW
-1.6%
-58.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.5% | -6.4% | -7.8% |
| 7D | +4.9% | +4.7% | +0.3% | +4.4% |
| 30D | +15.9% | +5.0% | +10.9% | +15.3% |
| 3M | +11.1% | -7.3% | +18.5% | +12.0% |
| 6M | -26.0% | +15.0% | -41.0% | -27.4% |
| YTD | -33.3% | +18.5% | -51.8% | -34.8% |
| 1Y | -30.3% | +27.1% | -57.4% | -32.5% |
| 3Y | -47.0% | +49.3% | -96.4% | -50.0% |
| 5Y | -59.7% | -1.6% | -58.1% | -62.1% |
| All | -59.7% | -1.6% | -58.1% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling