+27.3%
WAT vs ZYBT
-42.3%
+69.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.6% | +1.7% |
| 7D | -1.9% | -3.5% | +1.6% | -2.0% |
| 30D | +6.2% | +15.1% | -8.9% | +6.3% |
| 3M | +18.1% | +7.0% | +11.0% | +18.2% |
| 6M | +54.9% | +37.7% | +17.2% | +58.4% |
| YTD | +23.1% | +19.1% | +4.0% | +31.6% |
| 1Y | +27.3% | -38.3% | +65.6% | +47.0% |
| All | +27.3% | -42.3% | +69.6% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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