-59.1%
Z vs WST
+42.2%
-101.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.8% |
| 7D | -4.6% | -3.1% | -1.4% | -3.9% |
| 30D | +8.3% | +9.1% | -0.8% | +6.9% |
| 3M | -11.6% | +14.7% | -26.3% | -13.7% |
| 6M | -33.6% | +28.0% | -61.6% | -36.5% |
| YTD | -56.7% | +45.6% | -102.3% | -59.8% |
| 1Y | -59.1% | +45.7% | -104.8% | -62.0% |
| All | -59.1% | +42.2% | -101.3% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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