-62.3%
Z vs WETO
-99.8%
+37.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -2.3% |
| 7D | -4.9% | -25.4% | +20.5% | -5.1% |
| 30D | +3.0% | -35.8% | +38.8% | +2.7% |
| 3M | -13.4% | -84.6% | +71.2% | -13.2% |
| 6M | -27.3% | -98.8% | +71.5% | -27.8% |
| YTD | -57.8% | -99.3% | +41.5% | -58.2% |
| 1Y | -60.0% | -99.4% | +39.4% | -60.4% |
| All | -62.3% | -99.8% | +37.6% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling