-50.1%
ZTS vs WAT
+30.7%
-80.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.8% | -1.8% | -2.0% | -3.5% |
| 30D | -2.0% | -1.7% | -0.3% | -1.9% |
| 3M | -10.2% | +9.1% | -19.3% | -11.4% |
| 6M | -39.4% | +32.4% | -71.8% | -42.1% |
| YTD | -40.8% | +6.6% | -47.4% | -42.8% |
| 1Y | -50.1% | +34.7% | -84.8% | -52.5% |
| All | -50.1% | +30.7% | -80.8% | -52.5% |
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