+38.3%
ZM vs WST
-15.6%
+53.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.9% |
| 3M | -3.7% | +7.2% | -10.9% | -4.2% |
| 6M | +29.9% | +36.8% | -6.9% | +26.8% |
| YTD | +17.4% | +23.8% | -6.4% | +15.2% |
| 1Y | +22.4% | +37.8% | -15.4% | +19.2% |
| All | +38.3% | -15.6% | +53.9% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling