+58.8%
ZTS vs W
+142.4%
-83.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -3.8% | +5.9% | -9.7% | -4.4% |
| 30D | -2.0% | -3.0% | +1.0% | -1.8% |
| 3M | -10.2% | +40.3% | -50.5% | -14.7% |
| 6M | -39.4% | +32.2% | -71.6% | -42.3% |
| YTD | -40.8% | -0.3% | -40.5% | -42.1% |
| 1Y | -50.1% | +16.2% | -66.3% | -52.4% |
| 3Y | -58.9% | +40.7% | -99.6% | -63.7% |
| 5Y | -62.4% | -62.3% | 0.0% | -64.7% |
| 10Y | +58.8% | +162.2% | -103.4% | +2.9% |
| All | +58.8% | +142.4% | -83.5% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling