-58.7%
ZTS vs WAB
+168.6%
-227.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.5% | -3.1% |
| 7D | -4.8% | +1.7% | -6.4% | -5.2% |
| 30D | +1.2% | -2.4% | +3.7% | +1.9% |
| 3M | -6.0% | +9.7% | -15.7% | -8.9% |
| 6M | -38.7% | +16.5% | -55.2% | -41.7% |
| YTD | -40.6% | +33.7% | -74.3% | -45.7% |
| 1Y | -50.6% | +49.7% | -100.3% | -56.3% |
| 3Y | -58.7% | +170.9% | -229.7% | -71.7% |
| All | -58.7% | +168.6% | -227.3% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling