+403.3%
ZS vs WST
+279.3%
+124.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -3.8% | -1.7% | -2.2% | -3.2% |
| 30D | -6.0% | -4.3% | -1.7% | -4.4% |
| 3M | +32.0% | +0.7% | +31.2% | +31.2% |
| 6M | +2.1% | +36.0% | -33.9% | -11.1% |
| YTD | -26.2% | +22.7% | -48.9% | -33.3% |
| 1Y | -41.2% | +34.1% | -75.3% | -49.2% |
| 3Y | +3.3% | -13.6% | +16.9% | -2.8% |
| 5Y | -40.7% | -26.0% | -14.7% | -39.6% |
| All | +403.3% | +279.3% | +124.1% | +109.7% |
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