+7,973.9%
ZBRA vs WST
+16,900.6%
-8,926.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -1.5% | +1.1% | -2.6% | -1.9% |
| 30D | -15.6% | +12.4% | -28.0% | -19.1% |
| 3M | -14.5% | +17.6% | -32.1% | -19.5% |
| 6M | +50.9% | +28.3% | +22.7% | +37.1% |
| YTD | +34.8% | +50.5% | -15.6% | +14.6% |
| 1Y | +28.3% | +49.4% | -21.1% | +9.3% |
| 3Y | +58.8% | +21.9% | +36.9% | +32.6% |
| 5Y | -44.0% | +0.4% | -44.4% | -50.6% |
| 10Y | +389.6% | +451.5% | -61.9% | +122.9% |
| All | +7,973.9% | +16,900.6% | -8,926.8% | +1,182.3% |
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