+414.5%
ZS vs WAT
+92.4%
+322.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | -7.8% | -1.3% | -6.6% | -7.3% |
| 30D | +5.0% | +2.3% | +2.7% | +4.2% |
| 3M | +25.5% | +8.7% | +16.8% | +21.2% |
| 6M | +8.7% | +28.3% | -19.6% | -3.1% |
| YTD | -24.5% | +7.8% | -32.3% | -28.1% |
| 1Y | -36.7% | +36.6% | -73.3% | -45.7% |
| 3Y | +7.2% | +45.7% | -38.5% | -16.1% |
| 5Y | -40.9% | -3.3% | -37.6% | -45.0% |
| All | +414.5% | +92.4% | +322.1% | +225.4% |
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