+189.6%
ZTS vs WST
+1,341.4%
-1,151.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.9% |
| 7D | -0.4% | -3.1% | +2.7% | +0.6% |
| 30D | +11.7% | +9.1% | +2.6% | +8.7% |
| 3M | +3.5% | +14.7% | -11.2% | -1.1% |
| 6M | -27.6% | +28.0% | -55.6% | -33.6% |
| YTD | -35.5% | +45.6% | -81.1% | -43.7% |
| 1Y | -32.1% | +45.7% | -77.8% | -40.9% |
| 3Y | -49.1% | +21.1% | -70.2% | -57.3% |
| 5Y | -61.0% | +0.3% | -61.4% | -65.5% |
| 10Y | +74.4% | +449.0% | -374.6% | -24.4% |
| All | +189.6% | +1,341.4% | -1,151.8% | -9.0% |
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