-8.8%
ZBH vs WETO
-99.4%
+90.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.6% | +1.1% |
| 7D | -4.7% | -4.3% | -0.4% | -4.7% |
| 30D | -4.5% | -39.9% | +35.4% | -4.9% |
| 3M | +7.6% | -97.9% | +105.5% | +10.4% |
| 6M | +0.3% | -95.0% | +95.3% | -0.6% |
| YTD | +4.5% | -97.2% | +101.7% | +5.4% |
| 1Y | -9.4% | -98.9% | +89.5% | -6.4% |
| All | -8.8% | -99.4% | +90.6% | +3.2% |
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