-14.3%
ZS vs WETO
-99.4%
+85.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.1% | +0.6% |
| 7D | -3.1% | -4.3% | +1.2% | -3.1% |
| 30D | -7.2% | -39.9% | +32.7% | -7.4% |
| 3M | +30.5% | -97.9% | +128.4% | +29.7% |
| 6M | +7.0% | -95.0% | +102.0% | +7.5% |
| YTD | -26.8% | -97.2% | +70.3% | -27.6% |
| 1Y | -42.6% | -98.9% | +56.3% | -44.9% |
| All | -14.3% | -99.4% | +85.1% | -18.4% |
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