+33.8%
ZM vs WAT
+49.0%
-15.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.2% | -4.5% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | -7.7% | -1.0% | -6.7% | -7.5% |
| 3M | -4.7% | +10.9% | -15.5% | -6.7% |
| 6M | +24.4% | +33.2% | -8.7% | +16.4% |
| YTD | +11.8% | +6.1% | +5.7% | +9.4% |
| 1Y | +13.4% | +30.2% | -16.9% | +5.4% |
| 3Y | +33.8% | +52.9% | -19.0% | +13.8% |
| All | +33.8% | +49.0% | -15.2% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling