-61.2%
ZTS vs WST
-0.1%
-61.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.7% |
| 7D | -0.4% | -3.1% | +2.7% | +0.4% |
| 30D | +11.7% | +9.1% | +2.6% | +9.5% |
| 3M | +3.5% | +14.7% | -11.2% | 0.0% |
| 6M | -27.6% | +28.0% | -55.6% | -32.2% |
| YTD | -35.5% | +45.6% | -81.1% | -41.8% |
| 1Y | -32.1% | +45.7% | -77.8% | -38.8% |
| 3Y | -49.1% | +21.1% | -70.2% | -55.8% |
| All | -61.2% | -0.1% | -61.1% | -62.1% |
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