-57.9%
Z vs WETO
-99.4%
+41.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | -0.7% |
| 7D | -7.1% | -38.7% | +31.6% | -7.6% |
| 30D | -4.8% | -51.3% | +46.5% | -3.5% |
| 3M | -9.3% | -97.8% | +88.5% | -9.4% |
| 6M | -29.0% | -94.8% | +65.8% | -28.7% |
| YTD | -52.9% | -97.2% | +44.3% | -52.8% |
| 1Y | -63.1% | -98.9% | +35.8% | -63.1% |
| All | -57.9% | -99.4% | +41.5% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling