+55.5%
ZTS vs WU
-39.5%
+95.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -4.5% | -5.0% | +0.5% | -3.0% |
| 30D | -3.3% | -2.3% | -1.0% | -2.7% |
| 3M | -9.7% | -3.2% | -6.5% | -10.2% |
| 6M | -38.8% | -25.0% | -13.8% | -34.0% |
| YTD | -41.2% | -21.7% | -19.5% | -37.5% |
| 1Y | -50.3% | -9.0% | -41.3% | -50.1% |
| 3Y | -59.1% | -28.9% | -30.3% | -56.1% |
| 5Y | -62.8% | -51.0% | -11.7% | -55.7% |
| All | +55.5% | -39.5% | +95.0% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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