+225.3%
ZTS vs SW
+376.2%
-150.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.1% | +3.4% | +7.1% |
| 7D | +15.4% | +12.1% | +3.4% | +14.2% |
| 30D | +25.8% | +6.6% | +19.2% | +25.0% |
| 3M | +18.1% | -6.0% | +24.1% | +18.7% |
| 6M | -19.7% | +21.5% | -41.2% | -21.5% |
| YTD | -27.5% | +20.3% | -47.8% | -29.1% |
| 1Y | -26.7% | +28.1% | -54.9% | -28.7% |
| 3Y | -42.5% | +51.6% | -94.1% | -45.5% |
| 5Y | -56.4% | -0.1% | -56.3% | -58.2% |
| 10Y | +95.9% | +189.7% | -93.8% | +72.7% |
| All | +225.3% | +376.2% | -150.8% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling