+174.6%
ZTS vs WM
+703.0%
-528.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -2.0% | -0.3% | -1.7% | -1.8% |
| 30D | +1.9% | -2.4% | +4.3% | +3.2% |
| 3M | -4.0% | +0.4% | -4.4% | -4.3% |
| 6M | -39.1% | -9.5% | -29.6% | -36.1% |
| YTD | -38.8% | +0.5% | -39.3% | -39.3% |
| 1Y | -49.6% | -1.1% | -48.5% | -49.7% |
| 3Y | -59.0% | +46.0% | -105.0% | -67.8% |
| 5Y | -61.8% | +51.8% | -113.6% | -71.0% |
| 10Y | +61.4% | +307.5% | -246.1% | -26.5% |
| All | +174.6% | +703.0% | -528.4% | -1.9% |
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 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