-29.7%
ZTS vs WAT
+23.9%
-53.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -7.4% | +0.7% | -8.1% | -7.5% |
| 30D | +9.9% | +9.0% | +0.9% | +7.8% |
| 3M | +10.3% | +13.5% | -3.1% | +7.2% |
| 6M | +9.2% | +35.3% | -26.1% | +1.8% |
| YTD | -32.9% | +24.0% | -56.9% | -37.0% |
| 1Y | -29.7% | +22.0% | -51.7% | -33.3% |
| All | -29.7% | +23.9% | -53.6% | -33.3% |
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