+174.6%
ZTS vs WCC
+390.7%
-216.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -1.4% |
| 7D | -2.0% | +4.5% | -6.4% | -2.8% |
| 30D | +1.9% | -5.8% | +7.7% | +2.9% |
| 3M | -4.0% | -3.7% | -0.3% | -4.0% |
| 6M | -39.1% | +23.1% | -62.2% | -42.4% |
| YTD | -38.8% | +44.2% | -83.0% | -44.0% |
| 1Y | -49.6% | +62.1% | -111.7% | -55.1% |
| 3Y | -59.0% | +121.1% | -180.1% | -67.1% |
| 5Y | -61.8% | +214.0% | -275.7% | -72.2% |
| 10Y | +61.4% | +472.8% | -411.3% | -8.0% |
| All | +174.6% | +390.7% | -216.0% | +58.9% |
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