+6.5%
WAT vs ZYBT
-57.8%
+64.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -2.9% | -2.5% | -0.4% | -2.9% |
| 30D | -3.2% | -1.2% | -2.0% | -3.2% |
| 3M | +10.6% | +76.7% | -66.1% | +13.6% |
| 6M | +34.0% | +103.6% | -69.5% | +37.0% |
| YTD | +5.7% | +38.3% | -32.5% | +8.7% |
| 1Y | +37.1% | -84.7% | +121.8% | +46.6% |
| All | +6.5% | -57.8% | +64.4% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling