+87.8%
ZTS vs WY
+5.0%
+82.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | +5.6% | -0.8% | +6.4% | +5.9% |
| 30D | +12.1% | +10.1% | +2.0% | +8.2% |
| 3M | +11.3% | -15.4% | +26.7% | +18.5% |
| 6M | +14.3% | -8.3% | +22.6% | +17.7% |
| YTD | -31.9% | -9.8% | -22.1% | -29.6% |
| 1Y | -29.3% | -3.9% | -25.4% | -28.6% |
| 3Y | -48.0% | -23.3% | -24.7% | -43.6% |
| 5Y | -58.9% | -31.2% | -27.7% | -53.9% |
| All | +87.8% | +5.0% | +82.8% | +70.2% |
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