-39.2%
ZBRA vs WST
-25.8%
-13.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.6% |
| 7D | +2.6% | -0.3% | +2.8% | +2.7% |
| 30D | -6.4% | -4.6% | -1.8% | -5.1% |
| 3M | +51.3% | +5.7% | +45.6% | +48.5% |
| 6M | +60.5% | +37.6% | +22.9% | +43.9% |
| YTD | +45.2% | +23.0% | +22.1% | +34.5% |
| 1Y | +12.3% | +33.8% | -21.5% | +1.1% |
| 3Y | +37.5% | -13.4% | +50.9% | +33.0% |
| 5Y | -39.2% | -27.0% | -12.2% | -38.8% |
| All | -39.2% | -25.8% | -13.4% | -38.8% |
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