+165.6%
ZTS vs WTW
+313.2%
-147.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.2% | +1.1% |
| 7D | -3.8% | -7.1% | +3.4% | -0.9% |
| 30D | -2.0% | -8.5% | +6.5% | +1.5% |
| 3M | -10.2% | +20.6% | -30.8% | -17.3% |
| 6M | -39.4% | +7.2% | -46.6% | -41.8% |
| YTD | -40.8% | -3.9% | -37.0% | -40.9% |
| 1Y | -50.1% | -3.6% | -46.5% | -50.5% |
| 3Y | -58.9% | +60.7% | -119.6% | -68.4% |
| 5Y | -62.4% | +42.2% | -104.5% | -69.6% |
| 10Y | +58.8% | +195.5% | -136.6% | -9.7% |
| All | +165.6% | +313.2% | -147.7% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling