+85.9%
ZTS vs WMB
+284.4%
-198.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +1.0% | +8.1% | -7.0% | -0.7% |
| 30D | +12.4% | -6.9% | +19.3% | +13.8% |
| 3M | +13.6% | -5.1% | +18.7% | +14.2% |
| 6M | +9.3% | -5.7% | +15.0% | +9.9% |
| YTD | -32.6% | +18.1% | -50.6% | -36.0% |
| 1Y | -30.0% | +18.4% | -48.4% | -33.7% |
| 3Y | -48.7% | +122.7% | -171.5% | -59.3% |
| 5Y | -59.3% | +202.0% | -261.3% | -70.2% |
| All | +85.9% | +284.4% | -198.6% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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