+485.5%
ZS vs WST
+363.3%
+122.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -5.2% | +4.9% | -10.1% | -7.1% |
| 30D | -15.5% | +10.7% | -26.2% | -18.9% |
| 3M | +9.0% | +16.8% | -7.9% | +2.4% |
| 6M | +32.2% | +32.0% | +0.2% | +17.9% |
| YTD | -14.1% | +49.9% | -64.0% | -28.3% |
| 1Y | -39.1% | +50.6% | -89.7% | -49.3% |
| 3Y | +10.4% | +21.4% | -11.0% | -12.5% |
| 5Y | -44.6% | -0.6% | -44.1% | -50.6% |
| All | +485.5% | +363.3% | +122.3% | +125.3% |
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