-31.3%
ZBH vs WST
-25.8%
-5.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.8% |
| 7D | -5.2% | -0.3% | -4.9% | -5.2% |
| 30D | -2.4% | -4.6% | +2.2% | -1.8% |
| 3M | +8.3% | +5.7% | +2.6% | +7.3% |
| 6M | +0.7% | +37.6% | -36.9% | -4.2% |
| YTD | +5.3% | +23.0% | -17.7% | +1.7% |
| 1Y | -9.1% | +33.8% | -42.9% | -13.4% |
| 3Y | -19.7% | -13.4% | -6.3% | -20.8% |
| 5Y | -31.3% | -27.0% | -4.3% | -33.9% |
| All | -31.3% | -25.8% | -5.5% | -33.9% |
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