+30.8%
WAT vs Z
-55.4%
+86.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.5% |
| 7D | -1.1% | -4.6% | +3.4% | -0.4% |
| 30D | +5.0% | +8.3% | -3.4% | +2.5% |
| 3M | +14.5% | -11.6% | +26.1% | +16.3% |
| 6M | +30.9% | -33.6% | +64.6% | +40.9% |
| YTD | +20.5% | -56.7% | +77.2% | +41.2% |
| 1Y | +23.3% | -59.1% | +82.4% | +46.1% |
| 3Y | +81.5% | -20.4% | +101.9% | +80.5% |
| All | +30.8% | -55.4% | +86.2% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling