-62.4%
ZTS vs WCN
+27.0%
-89.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.2% |
| 7D | -3.8% | -1.7% | -2.0% | -3.0% |
| 30D | -2.0% | -3.0% | +1.0% | -0.6% |
| 3M | -10.2% | +2.5% | -12.7% | -11.2% |
| 6M | -39.4% | -5.7% | -33.7% | -37.9% |
| YTD | -40.8% | -7.4% | -33.4% | -39.0% |
| 1Y | -50.1% | -8.6% | -41.5% | -48.3% |
| 3Y | -58.9% | +19.4% | -78.3% | -63.4% |
| 5Y | -62.4% | +27.2% | -89.6% | -68.5% |
| All | -62.4% | +27.0% | -89.4% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling