-61.2%
ZTS vs W
-54.5%
-6.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | -0.4% | -3.6% | +3.2% | +0.1% |
| 30D | +11.7% | +7.0% | +4.8% | +10.9% |
| 3M | +3.5% | +7.4% | -3.9% | +2.5% |
| 6M | -27.6% | +69.3% | -96.9% | -32.7% |
| YTD | -35.5% | +11.3% | -46.8% | -37.6% |
| 1Y | -32.1% | +13.2% | -45.3% | -34.6% |
| 3Y | -49.1% | +142.0% | -191.1% | -57.4% |
| All | -61.2% | -54.5% | -6.7% | -65.7% |
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