+284.4%
ZBH vs WST
+6,594.2%
-6,309.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.8% | +0.7% | -3.6% | -3.0% |
| 30D | -0.1% | -3.1% | +3.1% | +0.7% |
| 3M | +13.4% | +7.2% | +6.2% | +11.1% |
| 6M | +3.0% | +36.8% | -33.8% | -5.9% |
| YTD | +9.7% | +23.8% | -14.2% | +2.6% |
| 1Y | -5.4% | +37.8% | -43.2% | -14.4% |
| 3Y | -15.6% | -15.9% | +0.3% | -18.4% |
| 5Y | -28.1% | -25.8% | -2.3% | -30.1% |
| 10Y | -15.2% | +319.6% | -334.8% | -55.2% |
| All | +284.4% | +6,594.2% | -6,309.8% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling