+61.0%
ZM vs WAT
+92.6%
-31.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.2% |
| 7D | +11.0% | +0.6% | +10.5% | +10.9% |
| 30D | +5.6% | +5.4% | +0.2% | +4.6% |
| 3M | -9.1% | +11.3% | -20.4% | -11.1% |
| 6M | -2.6% | +37.4% | -40.0% | -8.7% |
| YTD | +15.7% | +21.2% | -5.5% | +10.3% |
| 1Y | +18.8% | +21.3% | -2.6% | +13.2% |
| 3Y | +62.2% | +83.4% | -21.2% | +40.0% |
| 5Y | -60.9% | +29.0% | -89.8% | -65.2% |
| All | +61.0% | +92.6% | -31.6% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling