+174.6%
ZTS vs WST
+1,125.7%
-951.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | +1.9% | -3.1% | +5.1% | +2.8% |
| 3M | -4.0% | +7.2% | -11.2% | -6.5% |
| 6M | -39.1% | +36.8% | -75.9% | -45.7% |
| YTD | -38.8% | +23.8% | -62.7% | -43.8% |
| 1Y | -49.6% | +37.8% | -87.3% | -55.7% |
| 3Y | -59.0% | -15.9% | -43.1% | -60.4% |
| 5Y | -61.8% | -25.8% | -35.9% | -62.2% |
| 10Y | +61.4% | +319.6% | -258.2% | -23.4% |
| All | +174.6% | +1,125.7% | -951.0% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling