-62.8%
ZTS vs WAT
-4.5%
-58.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.4% |
| 7D | -4.8% | -0.7% | -4.1% | -4.5% |
| 30D | +1.2% | -1.0% | +2.2% | +1.5% |
| 3M | -6.0% | +10.9% | -16.9% | -9.6% |
| 6M | -38.7% | +33.2% | -71.9% | -45.3% |
| YTD | -40.6% | +6.1% | -46.7% | -42.8% |
| 1Y | -50.6% | +30.2% | -80.8% | -56.3% |
| 3Y | -58.7% | +52.9% | -111.6% | -68.0% |
| 5Y | -62.8% | -5.1% | -57.7% | -63.8% |
| All | -62.8% | -4.5% | -58.4% | -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 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