+490.7%
ZS vs WST
+364.4%
+126.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -13.4% | +1.4% | -14.8% | -13.8% |
| 30D | -16.6% | +12.7% | -29.3% | -20.5% |
| 3M | +10.3% | +17.2% | -6.8% | +3.5% |
| 6M | +28.1% | +26.7% | +1.5% | +16.2% |
| YTD | -13.3% | +50.3% | -63.6% | -27.8% |
| 1Y | -40.7% | +50.2% | -91.0% | -50.7% |
| 3Y | +11.4% | +21.7% | -10.4% | -11.8% |
| 5Y | -42.2% | +2.0% | -44.2% | -49.2% |
| All | +490.7% | +364.4% | +126.3% | +127.1% |
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