+78.9%
ZTS vs WEC
+190.8%
-111.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -7.4% | -0.5% | -6.9% | -7.2% |
| 30D | +9.9% | +12.0% | -2.1% | +5.0% |
| 3M | +10.3% | +11.1% | -0.8% | +5.6% |
| 6M | +9.2% | +6.0% | +3.2% | +6.4% |
| YTD | -32.9% | +14.3% | -47.2% | -36.6% |
| 1Y | -29.7% | +8.0% | -37.7% | -32.1% |
| 3Y | -49.0% | +62.8% | -111.8% | -58.6% |
| 5Y | -59.3% | +55.3% | -114.6% | -66.6% |
| 10Y | +78.9% | +193.2% | -114.2% | +24.3% |
| All | +78.9% | +190.8% | -111.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling