+199.5%
ZTS vs WM
+788.6%
-589.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.2% | -9.1% | -8.6% |
| 7D | +4.9% | +4.5% | +0.4% | +2.5% |
| 30D | +15.9% | +16.1% | -0.2% | +7.2% |
| 3M | +11.1% | +8.0% | +3.1% | +6.7% |
| 6M | -26.0% | +8.4% | -34.5% | -29.2% |
| YTD | -33.3% | +11.2% | -44.5% | -37.3% |
| 1Y | -30.3% | +22.3% | -52.6% | -37.7% |
| 3Y | -47.0% | +50.2% | -97.3% | -58.8% |
| 5Y | -59.7% | +63.3% | -123.0% | -70.5% |
| 10Y | +80.3% | +355.0% | -274.7% | -22.5% |
| All | +199.5% | +788.6% | -589.2% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling