+77.0%
ZTS vs W
+228.8%
-151.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.6% |
| 7D | -0.6% | +1.1% | -1.7% | -0.7% |
| 30D | +11.0% | +6.4% | +4.6% | +10.1% |
| 3M | +10.9% | +9.0% | +2.0% | +9.7% |
| 6M | +0.9% | +69.8% | -68.9% | -6.5% |
| YTD | -33.0% | +12.1% | -45.0% | -35.4% |
| 1Y | -29.6% | 0.0% | -29.6% | -31.3% |
| 3Y | -49.0% | +160.3% | -209.4% | -58.0% |
| 5Y | -59.5% | -53.3% | -6.2% | -62.9% |
| 10Y | +77.0% | +217.0% | -139.9% | +16.9% |
| All | +77.0% | +228.8% | -151.8% | +16.9% |
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