+55.1%
ZM vs WST
+206.9%
-151.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +0.3% | -1.7% | +2.0% | +0.8% |
| 30D | -10.3% | -4.3% | -6.0% | -9.2% |
| 3M | -0.7% | +0.7% | -1.4% | -1.1% |
| 6M | +24.8% | +36.0% | -11.2% | +12.6% |
| YTD | +11.5% | +22.7% | -11.3% | +3.4% |
| 1Y | +12.3% | +34.1% | -21.8% | +0.7% |
| 3Y | +33.5% | -13.6% | +47.0% | +28.2% |
| 5Y | -67.5% | -26.0% | -41.5% | -67.3% |
| All | +55.1% | +206.9% | -151.7% | -15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling