-4.1%
WAT vs ZBRA
-40.4%
+36.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.2% |
| 7D | -1.8% | -1.8% | 0.0% | -1.3% |
| 30D | -1.7% | -8.8% | +7.1% | +1.1% |
| 3M | +9.1% | +47.2% | -38.2% | -5.2% |
| 6M | +32.4% | +61.3% | -28.9% | +10.8% |
| YTD | +6.6% | +42.0% | -35.4% | -7.9% |
| 1Y | +34.7% | +10.5% | +24.2% | +26.4% |
| 3Y | +53.6% | +34.5% | +19.1% | +30.3% |
| 5Y | -4.1% | -40.3% | +36.2% | +1.7% |
| All | -4.1% | -40.4% | +36.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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