-53.6%
Z vs WETO
-99.3%
+45.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +11.4% | -2.0% | +9.5% |
| 7D | +10.2% | +3.6% | +6.6% | +10.2% |
| 30D | +23.7% | -17.2% | +40.9% | +23.5% |
| 3M | -6.6% | -83.7% | +77.1% | -6.3% |
| 6M | -23.0% | -98.3% | +75.2% | -23.6% |
| YTD | -50.3% | -99.0% | +48.7% | -49.9% |
| 1Y | -53.6% | -99.4% | +45.8% | -51.7% |
| All | -53.6% | -99.3% | +45.7% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling