+201.1%
ZTS vs WCC
+357.5%
-156.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.5% |
| 7D | -7.4% | +3.3% | -10.8% | -8.0% |
| 30D | +9.9% | -9.4% | +19.3% | +11.3% |
| 3M | +10.3% | -10.5% | +20.8% | +11.5% |
| 6M | +9.2% | -10.4% | +19.6% | +9.6% |
| YTD | -32.9% | +34.4% | -67.3% | -38.3% |
| 1Y | -29.7% | +27.7% | -57.4% | -34.8% |
| 3Y | -49.0% | +137.9% | -186.9% | -60.0% |
| 5Y | -59.3% | +147.0% | -206.3% | -69.3% |
| 10Y | +78.9% | +442.5% | -363.5% | +2.3% |
| All | +201.1% | +357.5% | -156.4% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 all: compounded portfolio wealth divided by compounded WCC 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…
all analysis · Full analysis span regression · 6 months rolling