+200.2%
ZTS vs WAT
+415.4%
-215.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.1% |
| 7D | -1.0% | +6.0% | -7.1% | -3.1% |
| 30D | +10.8% | +9.9% | +0.9% | +6.7% |
| 3M | +14.1% | +17.2% | -3.1% | +7.0% |
| 6M | +0.8% | +34.2% | -33.5% | -10.9% |
| YTD | -33.1% | +25.5% | -58.6% | -40.1% |
| 1Y | -30.0% | +28.3% | -58.2% | -37.8% |
| 3Y | -49.5% | +88.4% | -137.9% | -63.9% |
| 5Y | -60.2% | +36.1% | -96.4% | -67.8% |
| 10Y | +77.0% | +234.8% | -157.8% | -6.4% |
| All | +200.2% | +415.4% | -215.1% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling