+55.5%
ZTS vs WAT
+166.5%
-111.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -4.5% | -2.9% | -1.6% | -3.4% |
| 30D | -3.3% | -3.2% | -0.1% | -2.2% |
| 3M | -9.7% | +10.6% | -20.3% | -13.6% |
| 6M | -38.8% | +34.0% | -72.9% | -46.2% |
| YTD | -41.2% | +5.7% | -46.9% | -43.6% |
| 1Y | -50.3% | +37.1% | -87.4% | -57.5% |
| 3Y | -59.1% | +52.4% | -111.5% | -68.4% |
| 5Y | -62.8% | -4.4% | -58.4% | -65.0% |
| All | +55.5% | +166.5% | -111.0% | -8.4% |
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 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