-54.6%
ZTS vs WETO
-99.4%
+44.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.1% |
| 7D | -3.7% | -4.3% | +0.6% | -3.7% |
| 30D | -0.8% | -39.9% | +39.1% | -1.4% |
| 3M | -9.7% | -97.9% | +88.2% | -10.1% |
| 6M | -38.4% | -95.0% | +56.6% | -38.8% |
| YTD | -41.1% | -97.2% | +56.1% | -41.7% |
| 1Y | -50.6% | -98.9% | +48.3% | -51.4% |
| All | -54.6% | -99.4% | +44.8% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling