+54.0%
ZM vs WAT
+68.0%
-14.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | -2.7% | -2.9% | +0.2% | -2.2% |
| 30D | -10.0% | -3.2% | -6.8% | -9.4% |
| 3M | +1.6% | +10.6% | -9.0% | -0.5% |
| 6M | +25.0% | +34.0% | -9.1% | +17.4% |
| YTD | +10.6% | +5.7% | +4.9% | +8.4% |
| 1Y | +14.0% | +37.1% | -23.1% | +5.7% |
| 3Y | +32.5% | +52.4% | -19.9% | +18.5% |
| 5Y | -68.3% | -4.4% | -63.9% | -71.6% |
| All | +54.0% | +68.0% | -14.1% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling