+55.5%
ZTS vs WCN
+235.2%
-179.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | 0.0% |
| 7D | -4.5% | -4.4% | -0.1% | -2.1% |
| 30D | -3.3% | -4.4% | +1.1% | -0.8% |
| 3M | -9.7% | +0.5% | -10.2% | -10.0% |
| 6M | -38.8% | -3.3% | -35.6% | -38.0% |
| YTD | -41.2% | -8.5% | -32.7% | -38.7% |
| 1Y | -50.3% | -8.9% | -41.4% | -48.2% |
| 3Y | -59.1% | +18.0% | -77.2% | -64.1% |
| 5Y | -62.8% | +25.0% | -87.8% | -69.0% |
| All | +55.5% | +235.2% | -179.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling