+87.8%
ZTS vs WAT
+222.4%
-134.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | +5.6% | +0.6% | +5.0% | +5.3% |
| 30D | +12.1% | +5.4% | +6.7% | +9.7% |
| 3M | +11.3% | +11.3% | 0.0% | +6.5% |
| 6M | +14.3% | +37.4% | -23.1% | +0.1% |
| YTD | -31.9% | +21.2% | -53.1% | -38.1% |
| 1Y | -29.3% | +21.3% | -50.6% | -35.8% |
| 3Y | -48.0% | +83.4% | -131.4% | -62.7% |
| 5Y | -58.9% | +29.0% | -87.9% | -66.0% |
| All | +87.8% | +222.4% | -134.7% | +6.2% |
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