+127.7%
ZTS vs W
+176.2%
-48.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -0.9% |
| 7D | -2.0% | -4.2% | +2.2% | -1.6% |
| 30D | +1.9% | -7.6% | +9.5% | +2.6% |
| 3M | -4.0% | +37.2% | -41.2% | -8.2% |
| 6M | -39.1% | +26.3% | -65.5% | -41.5% |
| YTD | -38.8% | -1.0% | -37.8% | -39.9% |
| 1Y | -49.6% | +20.1% | -69.6% | -51.8% |
| 3Y | -59.0% | +37.8% | -96.8% | -63.2% |
| 5Y | -61.8% | -63.7% | +1.9% | -64.0% |
| 10Y | +61.4% | +156.3% | -94.9% | +15.2% |
| All | +127.7% | +176.2% | -48.5% | +62.9% |
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 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