+174.6%
ZTS vs WCN
+665.8%
-491.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | 0.0% |
| 7D | -2.0% | -0.6% | -1.3% | -1.7% |
| 30D | +1.9% | +0.4% | +1.5% | +1.7% |
| 3M | -4.0% | +7.3% | -11.3% | -7.4% |
| 6M | -39.1% | -2.5% | -36.6% | -38.6% |
| YTD | -38.8% | -5.4% | -33.4% | -37.5% |
| 1Y | -49.6% | -8.5% | -41.1% | -47.7% |
| 3Y | -59.0% | +20.8% | -79.8% | -63.7% |
| 5Y | -61.8% | +30.0% | -91.8% | -67.9% |
| 10Y | +61.4% | +238.4% | -177.0% | -10.2% |
| All | +174.6% | +665.8% | -491.1% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling