+74.2%
ZTS vs WM
+339.4%
-265.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.2% |
| 7D | -0.4% | +1.2% | -1.6% | -1.0% |
| 30D | +11.7% | +13.1% | -1.4% | +4.5% |
| 3M | +3.5% | +3.6% | -0.2% | +1.4% |
| 6M | -27.6% | +8.1% | -35.7% | -30.7% |
| YTD | -35.5% | +8.9% | -44.4% | -38.8% |
| 1Y | -32.1% | +20.3% | -52.4% | -39.1% |
| 3Y | -49.1% | +46.2% | -95.2% | -60.4% |
| 5Y | -61.0% | +59.9% | -120.9% | -71.8% |
| All | +74.2% | +339.4% | -265.2% | -20.4% |
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