+200.2%
ZTS vs WMB
+288.8%
-88.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +3.1% |
| 7D | -1.0% | -6.7% | +5.6% | 0.0% |
| 30D | +10.8% | -8.6% | +19.3% | +12.0% |
| 3M | +14.1% | -4.9% | +19.0% | +14.5% |
| 6M | +0.8% | -6.3% | +7.1% | +1.2% |
| YTD | -33.1% | +13.0% | -46.1% | -34.9% |
| 1Y | -30.0% | +14.9% | -44.9% | -32.1% |
| 3Y | -49.5% | +113.4% | -162.9% | -56.1% |
| 5Y | -60.2% | +190.2% | -250.4% | -67.2% |
| 10Y | +77.0% | +259.9% | -182.8% | +34.5% |
| All | +200.2% | +288.8% | -88.6% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling