-58.7%
ZTS vs WST
+1.0%
-59.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | +5.6% | +4.2% | +1.3% | +4.5% |
| 30D | +12.1% | +11.2% | +0.9% | +9.3% |
| 3M | +11.3% | +20.4% | -9.1% | +6.4% |
| 6M | +14.3% | +37.9% | -23.6% | +5.5% |
| YTD | -31.9% | +51.8% | -83.7% | -39.2% |
| 1Y | -29.3% | +56.6% | -85.9% | -37.4% |
| 3Y | -48.0% | +24.2% | -72.3% | -54.9% |
| All | -58.7% | +1.0% | -59.7% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling