+87.8%
ZTS vs W
+212.4%
-124.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +5.6% | +0.2% | +5.4% | +5.5% |
| 30D | +12.1% | +6.8% | +5.3% | +11.2% |
| 3M | +11.3% | +10.7% | +0.6% | +9.8% |
| 6M | +14.3% | +86.3% | -72.0% | +4.7% |
| YTD | -31.9% | +11.5% | -43.3% | -34.3% |
| 1Y | -29.3% | +5.1% | -34.4% | -31.3% |
| 3Y | -48.0% | +171.0% | -219.0% | -57.4% |
| 5Y | -58.9% | -56.6% | -2.3% | -62.0% |
| All | +87.8% | +212.4% | -124.6% | +23.4% |
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