+22.7%
ZBH vs WST
+452.9%
-430.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -2.4% | +1.1% | -3.5% | -2.6% |
| 30D | +16.6% | +12.4% | +4.2% | +13.8% |
| 3M | +10.8% | +17.6% | -6.8% | +7.1% |
| 6M | +35.8% | +28.3% | +7.5% | +28.6% |
| YTD | +20.5% | +50.5% | -30.0% | +10.0% |
| 1Y | +22.7% | +49.4% | -26.6% | +12.1% |
| 3Y | +4.9% | +21.9% | -17.0% | -5.8% |
| 5Y | -12.8% | +0.4% | -13.2% | -19.7% |
| 10Y | +22.7% | +451.5% | -428.8% | -38.5% |
| All | +22.7% | +452.9% | -430.2% | -38.5% |
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