+55.7%
ZTS vs WY
+7.6%
+48.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -3.7% | -4.2% | +0.4% | -2.2% |
| 30D | -0.8% | -10.1% | +9.3% | +3.2% |
| 3M | -9.7% | -8.5% | -1.2% | -7.0% |
| 6M | -38.4% | -3.3% | -35.1% | -37.7% |
| YTD | -41.1% | -4.4% | -36.7% | -40.4% |
| 1Y | -50.6% | -11.5% | -39.1% | -48.7% |
| 3Y | -59.1% | -24.3% | -34.8% | -55.5% |
| 5Y | -62.7% | -21.3% | -41.4% | -60.3% |
| All | +55.7% | +7.6% | +48.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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