+174.6%
ZTS vs WY
+26.8%
+147.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.9% |
| 7D | -2.0% | -1.7% | -0.3% | -1.4% |
| 30D | +1.9% | -10.1% | +12.0% | +5.9% |
| 3M | -4.0% | -5.1% | +1.1% | -2.4% |
| 6M | -39.1% | -4.8% | -34.4% | -38.2% |
| YTD | -38.8% | -0.2% | -38.6% | -39.1% |
| 1Y | -49.6% | -6.6% | -42.9% | -48.7% |
| 3Y | -59.0% | -22.7% | -36.2% | -55.8% |
| 5Y | -61.8% | -22.2% | -39.5% | -59.2% |
| 10Y | +61.4% | +7.3% | +54.2% | +40.4% |
| All | +174.6% | +26.8% | +147.9% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling