+58.8%
ZTS vs WWD
+479.8%
-421.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -3.8% | +0.6% | -4.4% | -3.9% |
| 30D | -2.0% | -5.1% | +3.1% | -0.8% |
| 3M | -10.2% | -11.2% | +1.0% | -7.9% |
| 6M | -39.4% | -12.0% | -27.4% | -37.8% |
| YTD | -40.8% | +12.0% | -52.8% | -43.3% |
| 1Y | -50.1% | +42.8% | -92.9% | -55.4% |
| 3Y | -58.9% | +168.9% | -227.8% | -69.8% |
| 5Y | -62.4% | +192.2% | -254.6% | -73.6% |
| 10Y | +58.8% | +495.3% | -436.4% | -14.0% |
| All | +58.8% | +479.8% | -421.0% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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