+57.6%
ZM vs WAT
+93.4%
-35.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | 0.0% |
| 7D | +10.0% | +2.0% | +8.0% | +9.6% |
| 30D | -0.5% | +7.7% | -8.2% | -1.9% |
| 3M | -7.1% | +11.1% | -18.1% | -9.0% |
| 6M | -5.1% | +31.2% | -36.3% | -10.3% |
| YTD | +13.2% | +21.7% | -8.5% | +7.9% |
| 1Y | +15.3% | +19.3% | -4.0% | +10.4% |
| 3Y | +57.4% | +80.6% | -23.2% | +36.3% |
| 5Y | -61.7% | +29.5% | -91.2% | -66.0% |
| All | +57.6% | +93.4% | -35.8% | +73.3% |
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