-61.4%
Z vs WETO
-99.8%
+38.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +1.7% |
| 7D | -13.1% | -25.4% | +12.4% | -13.2% |
| 30D | +5.9% | -36.5% | +42.3% | +5.5% |
| 3M | -13.7% | -85.6% | +71.9% | -13.5% |
| 6M | -27.1% | -98.7% | +71.6% | -27.5% |
| YTD | -56.8% | -99.2% | +42.4% | -57.2% |
| 1Y | -60.2% | -99.4% | +39.2% | -60.6% |
| All | -61.4% | -99.8% | +38.5% | -60.9% |
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 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