-62.8%
ZTS vs WEC
+34.9%
-97.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.0% | -3.4% |
| 7D | -4.8% | +0.8% | -5.6% | -5.1% |
| 30D | +1.2% | +0.3% | +0.9% | +0.9% |
| 3M | -6.0% | -2.9% | -3.1% | -5.1% |
| 6M | -38.7% | -5.9% | -32.8% | -37.4% |
| YTD | -40.6% | +4.1% | -44.8% | -41.7% |
| 1Y | -50.6% | +3.1% | -53.7% | -51.5% |
| 3Y | -58.7% | +40.8% | -99.5% | -64.2% |
| 5Y | -62.8% | +31.7% | -94.5% | -66.5% |
| All | -62.8% | +34.9% | -97.7% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling