+55.5%
ZTS vs WAB
+292.7%
-237.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -3.3% | -5.9% | +2.6% | -1.7% |
| 3M | -9.7% | +9.4% | -19.1% | -12.3% |
| 6M | -38.8% | +13.8% | -52.7% | -41.3% |
| YTD | -41.2% | +31.8% | -72.9% | -45.8% |
| 1Y | -50.3% | +48.5% | -98.8% | -55.8% |
| 3Y | -59.1% | +167.0% | -226.1% | -69.5% |
| 5Y | -62.8% | +222.3% | -285.1% | -73.8% |
| All | +55.5% | +292.7% | -237.2% | -5.3% |
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