+189.6%
ZTS vs WMB
+274.9%
-85.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | -0.4% | -13.8% | +13.4% | +1.8% |
| 30D | +11.7% | -10.3% | +22.1% | +13.3% |
| 3M | +3.5% | -10.1% | +13.5% | +4.7% |
| 6M | -27.6% | -11.8% | -15.8% | -26.6% |
| YTD | -35.5% | +8.9% | -44.4% | -36.8% |
| 1Y | -32.1% | +14.0% | -46.1% | -34.1% |
| 3Y | -49.1% | +100.5% | -149.6% | -55.3% |
| 5Y | -61.0% | +179.5% | -240.5% | -67.7% |
| 10Y | +74.4% | +272.7% | -198.4% | +32.3% |
| All | +189.6% | +274.9% | -85.4% | +108.2% |
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 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