-31.6%
ZS vs WETO
-99.3%
+67.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.4% | -11.7% | -0.3% |
| 7D | -12.3% | +3.6% | -15.8% | -12.2% |
| 30D | +11.2% | -17.2% | +28.5% | +11.2% |
| 3M | +37.5% | -83.7% | +121.2% | +36.3% |
| 6M | +57.8% | -98.3% | +156.1% | +57.4% |
| YTD | -0.2% | -99.0% | +98.8% | -1.0% |
| 1Y | -31.6% | -99.4% | +67.7% | -33.3% |
| All | -31.6% | -99.3% | +67.7% | -33.3% |
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