+27.3%
WAT vs Z
-54.2%
+81.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.4% | -7.8% | +0.6% |
| 7D | -1.9% | +10.2% | -12.1% | -3.1% |
| 30D | +6.2% | +23.7% | -17.4% | +3.1% |
| 3M | +18.1% | -6.6% | +24.6% | +19.1% |
| 6M | +54.9% | -23.0% | +77.9% | +62.6% |
| YTD | +23.1% | -50.3% | +73.4% | +35.5% |
| 1Y | +27.3% | -53.6% | +80.9% | +41.8% |
| All | +27.3% | -54.2% | +81.5% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling