-15.5%
ZBH vs WST
+325.7%
-341.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -4.9% | -1.7% | -3.3% | -4.6% |
| 30D | -3.2% | -4.3% | +1.1% | -2.4% |
| 3M | +5.8% | +0.7% | +5.1% | +5.5% |
| 6M | +2.0% | +36.0% | -34.0% | -4.6% |
| YTD | +5.8% | +22.7% | -17.0% | +0.8% |
| 1Y | -7.9% | +34.1% | -42.0% | -14.1% |
| 3Y | -19.4% | -13.6% | -5.8% | -21.3% |
| 5Y | -29.5% | -26.0% | -3.5% | -30.3% |
| 10Y | -15.5% | +335.8% | -351.3% | -47.4% |
| All | -15.5% | +325.7% | -341.2% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling