+63.4%
ZM vs WST
+209.6%
-146.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.5% |
| 7D | +2.9% | +0.7% | +2.2% | +2.7% |
| 30D | +0.7% | -3.1% | +3.8% | +1.6% |
| 3M | -3.7% | +7.2% | -10.9% | -6.0% |
| 6M | +29.9% | +36.8% | -6.9% | +17.0% |
| YTD | +17.4% | +23.8% | -6.4% | +8.7% |
| 1Y | +22.4% | +37.8% | -15.4% | +8.9% |
| 3Y | +41.3% | -15.9% | +57.2% | +38.1% |
| 5Y | -66.0% | -25.8% | -40.2% | -65.9% |
| All | +63.4% | +209.6% | -146.2% | -11.6% |
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 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