-59.5%
ZTS vs WAB
+223.7%
-283.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | -0.6% | +4.0% | -4.7% | -1.9% |
| 30D | +11.0% | +6.3% | +4.6% | +8.6% |
| 3M | +10.9% | +3.3% | +7.7% | +9.6% |
| 6M | +0.9% | +14.5% | -13.5% | -4.4% |
| YTD | -33.0% | +42.7% | -75.7% | -41.4% |
| 1Y | -29.6% | +45.2% | -74.8% | -38.8% |
| 3Y | -49.0% | +173.8% | -222.8% | -66.5% |
| 5Y | -59.5% | +223.8% | -283.3% | -75.6% |
| All | -59.5% | +223.7% | -283.2% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling