+9.6%
ZM vs WST
+47.3%
-37.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -8.4% | +1.3% | -9.7% | -8.5% |
| 30D | -1.9% | +8.5% | -10.4% | -2.7% |
| 3M | -10.1% | +17.2% | -27.3% | -11.5% |
| 6M | -13.9% | +36.3% | -50.1% | -17.2% |
| YTD | +6.4% | +48.9% | -42.5% | -1.2% |
| 1Y | +9.6% | +42.9% | -33.4% | +3.6% |
| All | +9.6% | +47.3% | -37.7% | +3.6% |
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