+200.7%
ZTS vs WWD
+845.4%
-644.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -0.6% | +0.4% | -1.1% | -0.8% |
| 30D | +11.0% | -0.4% | +11.4% | +10.9% |
| 3M | +10.9% | -6.1% | +17.0% | +12.3% |
| 6M | +0.9% | -9.5% | +10.4% | +2.5% |
| YTD | -33.0% | +10.8% | -43.8% | -35.7% |
| 1Y | -29.6% | +23.5% | -53.1% | -34.6% |
| 3Y | -49.0% | +151.3% | -200.3% | -61.6% |
| 5Y | -59.5% | +187.8% | -247.3% | -71.2% |
| 10Y | +77.0% | +461.1% | -384.1% | -2.0% |
| All | +200.7% | +845.4% | -644.6% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling