+55.7%
ZTS vs WTW
+198.0%
-142.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -3.7% | -5.7% | +2.0% | -1.4% |
| 30D | -0.8% | -7.3% | +6.5% | +2.2% |
| 3M | -9.7% | +21.5% | -31.2% | -17.1% |
| 6M | -38.4% | +9.6% | -48.0% | -41.4% |
| YTD | -41.1% | -3.3% | -37.8% | -41.3% |
| 1Y | -50.6% | -6.1% | -44.5% | -50.3% |
| 3Y | -59.1% | +61.8% | -121.0% | -68.9% |
| 5Y | -62.7% | +42.7% | -105.4% | -70.2% |
| All | +55.7% | +198.0% | -142.3% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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