-57.9%
ZTS vs WST
-15.4%
-42.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | +1.9% | -3.1% | +5.1% | +2.3% |
| 3M | -4.0% | +7.2% | -11.2% | -5.0% |
| 6M | -39.1% | +36.8% | -75.9% | -41.9% |
| YTD | -38.8% | +23.8% | -62.7% | -40.9% |
| 1Y | -49.6% | +37.8% | -87.3% | -52.1% |
| All | -57.9% | -15.4% | -42.5% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling