-61.4%
ZTS vs SW
-2.3%
-59.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -2.0% | -5.1% | +3.1% | -1.4% |
| 30D | +1.9% | -4.6% | +6.5% | +2.4% |
| 3M | -4.0% | +9.4% | -13.4% | -5.2% |
| 6M | -39.1% | +3.5% | -42.6% | -39.7% |
| YTD | -38.8% | +22.0% | -60.8% | -40.4% |
| 1Y | -49.6% | +2.2% | -51.8% | -50.2% |
| 3Y | -59.0% | +19.6% | -78.6% | -60.6% |
| All | -61.4% | -2.3% | -59.1% | -63.3% |
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