+19.9%
WEC vs ZYBT
-58.9%
+78.8%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -0.6% | -3.7% | +3.2% | -0.6% |
| 30D | -2.6% | 0.0% | -2.6% | -2.6% |
| 3M | -6.0% | +72.2% | -78.3% | -5.3% |
| 6M | -5.4% | +103.1% | -108.6% | -4.5% |
| YTD | +2.5% | +34.8% | -32.3% | +3.3% |
| 1Y | -0.7% | -83.2% | +82.5% | -0.2% |
| All | +19.9% | -58.9% | +78.8% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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