+58.8%
ZTS vs WST
+325.7%
-266.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.8% | -1.7% | -2.1% | -3.3% |
| 30D | -2.0% | -4.3% | +2.3% | -0.8% |
| 3M | -10.2% | +0.7% | -10.9% | -10.7% |
| 6M | -39.4% | +36.0% | -75.4% | -45.6% |
| YTD | -40.8% | +22.7% | -63.6% | -45.3% |
| 1Y | -50.1% | +34.1% | -84.2% | -55.6% |
| 3Y | -58.9% | -13.6% | -45.3% | -60.6% |
| 5Y | -62.4% | -26.0% | -36.4% | -62.6% |
| 10Y | +58.8% | +335.8% | -277.0% | -20.9% |
| All | +58.8% | +325.7% | -266.9% | -20.9% |
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