+398.6%
ZS vs WAT
+91.9%
+306.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | 0.0% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -7.2% | -1.9% | -5.3% | -6.4% |
| 3M | +30.5% | +13.5% | +17.0% | +23.9% |
| 6M | +7.0% | +37.2% | -30.3% | -7.2% |
| YTD | -26.8% | +7.5% | -34.4% | -30.3% |
| 1Y | -42.6% | +35.0% | -77.6% | -50.5% |
| 3Y | -0.3% | +55.1% | -55.4% | -24.4% |
| 5Y | -39.2% | -2.8% | -36.4% | -43.5% |
| All | +398.6% | +91.9% | +306.7% | +215.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling