+206.4%
WAT vs Z
+25.1%
+181.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | -1.3% | -3.0% | +1.7% | -0.8% |
| 30D | +2.3% | -4.2% | +6.5% | +2.9% |
| 3M | +8.7% | -3.7% | +12.4% | +8.9% |
| 6M | +28.3% | -24.5% | +52.8% | +33.6% |
| YTD | +7.8% | -49.3% | +57.1% | +19.4% |
| 1Y | +36.6% | -58.7% | +95.3% | +56.1% |
| 3Y | +45.7% | -34.1% | +79.8% | +50.7% |
| 5Y | -3.3% | -64.5% | +61.2% | +4.0% |
| 10Y | +162.1% | -0.5% | +162.6% | +118.2% |
| All | +206.4% | +25.1% | +181.3% | +139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling