-64.8%
Z vs WST
-25.7%
-39.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | -4.2% | -3.1% | -1.0% | -3.3% |
| 3M | -3.7% | +7.2% | -10.9% | -5.8% |
| 6M | -24.5% | +36.8% | -61.3% | -31.7% |
| YTD | -49.3% | +23.8% | -73.1% | -53.0% |
| 1Y | -58.7% | +37.8% | -96.4% | -63.0% |
| 3Y | -34.1% | -15.9% | -18.2% | -34.2% |
| All | -64.8% | -25.7% | -39.1% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling