+311.0%
ZBH vs WST
+8,003.8%
-7,692.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -2.1% | +4.9% | -7.0% | -3.4% |
| 30D | +13.6% | +10.7% | +2.9% | +10.5% |
| 3M | +7.1% | +16.8% | -9.7% | +2.7% |
| 6M | +26.1% | +32.0% | -5.9% | +16.7% |
| YTD | +17.2% | +49.9% | -32.7% | +4.2% |
| 1Y | +17.4% | +50.6% | -33.3% | +4.1% |
| 3Y | +2.0% | +21.4% | -19.4% | -11.3% |
| 5Y | -15.0% | -0.6% | -14.4% | -23.8% |
| 10Y | +19.4% | +449.4% | -430.0% | -41.3% |
| All | +311.0% | +8,003.8% | -7,692.9% | -0.6% |
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