-61.0%
Z vs WETO
-99.9%
+38.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +3.5% |
| 7D | +0.8% | -39.7% | +40.5% | +0.5% |
| 30D | +5.2% | -26.7% | +31.9% | +5.1% |
| 3M | -17.0% | -83.1% | +66.1% | -16.8% |
| 6M | -22.7% | -98.8% | +76.1% | -23.1% |
| YTD | -56.3% | -99.3% | +43.0% | -56.7% |
| 1Y | -57.7% | -99.4% | +41.7% | -58.1% |
| All | -61.0% | -99.9% | +38.9% | -60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling