-49.1%
ZTS vs WST
+19.1%
-68.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.5% |
| 7D | -0.4% | -3.1% | +2.7% | 0.0% |
| 30D | +11.7% | +9.1% | +2.6% | +10.7% |
| 3M | +3.5% | +14.7% | -11.2% | +1.9% |
| 6M | -27.6% | +28.0% | -55.6% | -29.8% |
| YTD | -35.5% | +45.6% | -81.1% | -38.6% |
| 1Y | -32.1% | +45.7% | -77.8% | -35.5% |
| 3Y | -49.1% | +21.1% | -70.2% | -54.6% |
| All | -49.1% | +19.1% | -68.2% | -54.6% |
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 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