+8,844.3%
ZBRA vs WST
+13,890.4%
-5,046.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +1.8% | +0.7% | +1.0% | +1.5% |
| 30D | -1.7% | -3.1% | +1.5% | -0.6% |
| 3M | +47.8% | +7.2% | +40.6% | +43.8% |
| 6M | +56.7% | +36.8% | +19.9% | +38.4% |
| YTD | +49.4% | +23.8% | +25.5% | +36.3% |
| 1Y | +16.5% | +37.8% | -21.2% | +2.0% |
| 3Y | +31.5% | -15.9% | +47.3% | +26.1% |
| 5Y | -38.6% | -25.8% | -12.8% | -39.5% |
| 10Y | +421.0% | +319.6% | +101.4% | +161.1% |
| All | +8,844.3% | +13,890.4% | -5,046.1% | +1,425.2% |
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