-5.4%
ZBH vs WETO
-98.9%
+93.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -20.8% | +19.9% | -1.0% |
| 7D | -2.8% | -55.4% | +52.6% | -3.1% |
| 30D | -0.1% | -48.5% | +48.4% | -0.1% |
| 3M | +13.4% | -97.5% | +110.9% | +15.7% |
| 6M | +3.0% | -94.2% | +97.2% | +1.6% |
| YTD | +9.7% | -97.0% | +106.7% | +11.4% |
| 1Y | -5.4% | -98.9% | +93.5% | -4.7% |
| All | -5.4% | -98.9% | +93.5% | -4.7% |
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