+140.1%
ZTS vs W
+210.4%
-70.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | -0.4% | -3.6% | +3.2% | 0.0% |
| 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% | -32.4% |
| YTD | -35.5% | +11.3% | -46.8% | -37.5% |
| 1Y | -32.1% | +13.2% | -45.3% | -34.4% |
| 3Y | -49.1% | +142.0% | -191.1% | -56.8% |
| 5Y | -61.0% | -54.6% | -6.4% | -64.1% |
| 10Y | +74.4% | +243.7% | -169.3% | +22.1% |
| All | +140.1% | +210.4% | -70.3% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling