-62.8%
ZTS vs W
-63.0%
+0.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | -4.8% | +6.5% | -11.3% | -5.4% |
| 30D | +1.2% | -6.2% | +7.5% | +1.9% |
| 3M | -6.0% | +48.9% | -54.9% | -11.1% |
| 6M | -38.7% | +31.2% | -69.9% | -41.5% |
| YTD | -40.6% | -0.4% | -40.2% | -41.8% |
| 1Y | -50.6% | +14.8% | -65.4% | -52.6% |
| 3Y | -58.7% | +40.5% | -99.3% | -63.3% |
| 5Y | -62.8% | -62.1% | -0.7% | -68.1% |
| All | -62.8% | -63.0% | +0.1% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling