-50.1%
ZTS vs WAB
+47.7%
-97.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | -2.0% | -4.6% | +2.5% | -0.8% |
| 3M | -10.2% | +5.6% | -15.8% | -12.2% |
| 6M | -39.4% | +13.8% | -53.2% | -42.4% |
| YTD | -40.8% | +31.9% | -72.7% | -46.6% |
| 1Y | -50.1% | +48.3% | -98.4% | -56.9% |
| All | -50.1% | +47.7% | -97.8% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling