+85.9%
ZTS vs WAB
+269.8%
-183.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +1.0% | +7.9% | -6.9% | -1.1% |
| 30D | +12.4% | +4.9% | +7.5% | +10.9% |
| 3M | +13.6% | +1.8% | +11.8% | +12.9% |
| 6M | +9.3% | +12.0% | -2.6% | +5.3% |
| YTD | -32.6% | +41.3% | -73.9% | -39.1% |
| 1Y | -30.0% | +43.8% | -73.9% | -37.2% |
| 3Y | -48.7% | +171.1% | -219.8% | -62.0% |
| 5Y | -59.3% | +217.7% | -277.0% | -71.4% |
| All | +85.9% | +269.8% | -183.9% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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