-57.5%
ZTS vs WAT
+51.4%
-108.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.0% | -1.3% | -0.7% | -1.7% |
| 30D | +1.9% | +2.3% | -0.4% | +1.3% |
| 3M | -4.0% | +8.7% | -12.7% | -6.2% |
| 6M | -39.1% | +28.3% | -67.4% | -43.3% |
| YTD | -38.8% | +7.8% | -46.6% | -40.6% |
| 1Y | -49.6% | +36.6% | -86.2% | -54.6% |
| All | -57.5% | +51.4% | -108.9% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling