-58.7%
ZTS vs WU
-27.2%
-31.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.4% |
| 7D | -4.8% | -0.8% | -3.9% | -4.6% |
| 30D | +1.2% | -1.1% | +2.4% | +1.5% |
| 3M | -6.0% | -1.8% | -4.2% | -6.9% |
| 6M | -38.7% | -23.9% | -14.8% | -34.4% |
| YTD | -40.6% | -20.4% | -20.2% | -37.5% |
| 1Y | -50.6% | -10.6% | -40.0% | -50.2% |
| 3Y | -58.7% | -27.7% | -31.0% | -56.3% |
| All | -58.7% | -27.2% | -31.5% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling