-62.2%
ZM vs WAT
+28.6%
-90.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.3% |
| 7D | +11.0% | +0.6% | +10.5% | +10.8% |
| 30D | +5.6% | +5.4% | +0.2% | +3.8% |
| 3M | -9.1% | +11.3% | -20.4% | -12.4% |
| 6M | -2.6% | +37.4% | -40.0% | -12.8% |
| YTD | +15.7% | +21.2% | -5.5% | +6.7% |
| 1Y | +18.8% | +21.3% | -2.6% | +9.5% |
| 3Y | +62.2% | +83.4% | -21.2% | +15.1% |
| All | -62.2% | +28.6% | -90.7% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling