+56.2%
ZTS vs WMB
+309.4%
-253.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.2% | -3.5% |
| 7D | -4.8% | +0.8% | -5.6% | -5.0% |
| 30D | +1.2% | +7.7% | -6.5% | -0.7% |
| 3M | -6.0% | +6.7% | -12.7% | -7.7% |
| 6M | -38.7% | +3.6% | -42.4% | -39.5% |
| YTD | -40.6% | +28.0% | -68.6% | -44.4% |
| 1Y | -50.6% | +37.6% | -88.2% | -54.6% |
| 3Y | -58.7% | +149.0% | -207.8% | -67.9% |
| 5Y | -62.8% | +285.3% | -348.1% | -74.3% |
| 10Y | +56.2% | +302.1% | -245.9% | +1.2% |
| All | +56.2% | +309.4% | -253.2% | +1.2% |
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