+87.8%
ZTS vs WM
+330.8%
-243.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +5.6% | +3.2% | +2.4% | +3.8% |
| 30D | +12.1% | +13.0% | -0.9% | +4.8% |
| 3M | +11.3% | +9.2% | +2.0% | +6.0% |
| 6M | +14.3% | +13.6% | +0.7% | +6.5% |
| YTD | -31.9% | +12.4% | -44.3% | -36.5% |
| 1Y | -29.3% | +21.2% | -50.5% | -36.8% |
| 3Y | -48.0% | +48.7% | -96.7% | -59.9% |
| 5Y | -58.9% | +61.9% | -120.8% | -70.4% |
| All | +87.8% | +330.8% | -243.0% | -15.1% |
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