+22.4%
ZM vs WST
+37.6%
-15.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.3% |
| 7D | +2.9% | +0.7% | +2.2% | +2.9% |
| 30D | +0.7% | -3.1% | +3.8% | +1.0% |
| 3M | -3.7% | +7.2% | -10.9% | -4.5% |
| 6M | +29.9% | +36.8% | -6.9% | +24.0% |
| YTD | +17.4% | +23.8% | -6.4% | +12.4% |
| 1Y | +22.4% | +37.8% | -15.4% | +15.0% |
| All | +22.4% | +37.6% | -15.2% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling