+55.1%
ZM vs WAT
+69.4%
-14.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | +0.3% | -1.8% | +2.1% | +0.7% |
| 30D | -10.3% | -1.7% | -8.6% | -10.0% |
| 3M | -0.7% | +9.1% | -9.7% | -2.4% |
| 6M | +24.8% | +32.4% | -7.6% | +17.5% |
| YTD | +11.5% | +6.6% | +4.9% | +9.1% |
| 1Y | +12.3% | +34.7% | -22.4% | +4.6% |
| 3Y | +33.5% | +53.6% | -20.1% | +19.2% |
| 5Y | -67.5% | -4.1% | -63.4% | -70.9% |
| All | +55.1% | +69.4% | -14.2% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling