+174.6%
ZTS vs WMB
+330.7%
-156.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | -2.0% | +0.6% | -2.5% | -2.1% |
| 30D | +1.9% | +3.3% | -1.3% | +1.3% |
| 3M | -4.0% | +3.1% | -7.1% | -4.6% |
| 6M | -39.1% | -0.7% | -38.4% | -39.2% |
| YTD | -38.8% | +25.2% | -64.0% | -41.2% |
| 1Y | -49.6% | +32.9% | -82.4% | -52.0% |
| 3Y | -59.0% | +140.6% | -199.5% | -64.9% |
| 5Y | -61.8% | +273.5% | -335.2% | -69.6% |
| 10Y | +61.4% | +334.2% | -272.8% | +20.1% |
| All | +174.6% | +330.7% | -156.1% | +93.8% |
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