+421.5%
ZBRA vs WST
+325.7%
+95.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.1% |
| 7D | -1.8% | -1.7% | -0.1% | -1.2% |
| 30D | -8.8% | -4.3% | -4.5% | -7.4% |
| 3M | +47.2% | +0.7% | +46.5% | +46.6% |
| 6M | +61.3% | +36.0% | +25.3% | +42.6% |
| YTD | +42.0% | +22.7% | +19.3% | +30.0% |
| 1Y | +10.5% | +34.1% | -23.6% | -2.5% |
| 3Y | +34.5% | -13.6% | +48.1% | +28.3% |
| 5Y | -40.3% | -26.0% | -14.3% | -40.9% |
| 10Y | +421.5% | +335.8% | +85.7% | +131.4% |
| All | +421.5% | +325.7% | +95.8% | +131.4% |
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