-61.2%
ZTS vs WM
+59.1%
-120.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.4% |
| 7D | -0.4% | +1.2% | -1.6% | -0.9% |
| 30D | +11.7% | +13.1% | -1.4% | +6.4% |
| 3M | +3.5% | +3.6% | -0.2% | +1.9% |
| 6M | -27.6% | +8.1% | -35.7% | -29.9% |
| YTD | -35.5% | +8.9% | -44.4% | -37.9% |
| 1Y | -32.1% | +20.3% | -52.4% | -37.1% |
| 3Y | -49.1% | +46.2% | -95.2% | -57.7% |
| All | -61.2% | +59.1% | -120.3% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling