+414.5%
ZS vs WST
+282.7%
+131.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.2% |
| 7D | -7.8% | +0.7% | -8.6% | -8.1% |
| 30D | +5.0% | -3.1% | +8.2% | +6.3% |
| 3M | +25.5% | +7.2% | +18.3% | +21.5% |
| 6M | +8.7% | +36.8% | -28.1% | -5.6% |
| YTD | -24.5% | +23.8% | -48.4% | -32.1% |
| 1Y | -36.7% | +37.8% | -74.5% | -45.9% |
| 3Y | +7.2% | -15.9% | +23.1% | +2.9% |
| 5Y | -40.9% | -25.8% | -15.1% | -39.8% |
| All | +414.5% | +282.7% | +131.9% | +113.6% |
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