+77.0%
ZTS vs WM
+337.2%
-260.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | -1.0% | -0.5% | -0.6% | -0.8% |
| 30D | +10.8% | +13.3% | -2.5% | +3.5% |
| 3M | +14.1% | +4.4% | +9.7% | +11.3% |
| 6M | +0.8% | +10.8% | -10.1% | -4.8% |
| YTD | -33.1% | +9.1% | -42.2% | -36.6% |
| 1Y | -30.0% | +19.1% | -49.1% | -36.8% |
| 3Y | -49.5% | +45.7% | -95.2% | -60.7% |
| 5Y | -60.2% | +60.4% | -120.7% | -71.3% |
| 10Y | +77.0% | +328.7% | -251.7% | -17.9% |
| All | +77.0% | +337.2% | -260.2% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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