-31.6%
ZS vs WAT
+32.9%
-64.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -12.3% | -1.9% | -10.3% | -11.9% |
| 30D | +11.2% | +6.2% | +5.0% | +9.8% |
| 3M | +37.5% | +18.1% | +19.5% | +33.3% |
| 6M | +57.8% | +54.9% | +2.9% | +46.7% |
| YTD | -0.2% | +23.1% | -23.3% | -4.7% |
| 1Y | -31.6% | +27.3% | -58.9% | -37.7% |
| All | -31.6% | +32.9% | -64.6% | -37.7% |
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