-99.9%
ZCMD vs WETO
-98.9%
-1.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -20.8% | +17.1% | -6.5% |
| 7D | -8.0% | -55.4% | +47.4% | -16.1% |
| 30D | -27.9% | -48.5% | +20.6% | -13.1% |
| 3M | -74.6% | -97.5% | +22.9% | -89.8% |
| 6M | -99.5% | -94.2% | -5.2% | -99.8% |
| YTD | -99.7% | -97.0% | -2.7% | -99.9% |
| 1Y | -99.9% | -98.9% | -1.0% | -100.0% |
| All | -99.9% | -98.9% | -1.0% | -100.0% |
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