-60.2%
ZTS vs WAT
+35.9%
-96.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.3% |
| 7D | -1.0% | +6.0% | -7.1% | -2.9% |
| 30D | +10.8% | +9.9% | +0.9% | +7.2% |
| 3M | +14.1% | +17.2% | -3.1% | +7.9% |
| 6M | +0.8% | +34.2% | -33.5% | -9.5% |
| YTD | -33.1% | +25.5% | -58.6% | -39.2% |
| 1Y | -30.0% | +28.3% | -58.2% | -36.8% |
| 3Y | -49.5% | +88.4% | -137.9% | -63.7% |
| 5Y | -60.2% | +36.1% | -96.4% | -66.5% |
| All | -60.2% | +35.9% | -96.2% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling