-36.7%
ZS vs WAT
+41.4%
-78.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.3% |
| 7D | -7.8% | -1.3% | -6.6% | -7.6% |
| 30D | +5.0% | +2.3% | +2.7% | +4.7% |
| 3M | +25.5% | +8.7% | +16.8% | +23.7% |
| 6M | +8.7% | +28.3% | -19.6% | +3.4% |
| YTD | -24.5% | +7.8% | -32.3% | -25.1% |
| 1Y | -36.7% | +36.6% | -73.3% | -42.6% |
| All | -36.7% | +41.4% | -78.1% | -42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling