+34.2%
SHW vs ZETA
+318.9%
-284.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.6% | -7.5% | -0.4% |
| 7D | -2.1% | +18.8% | -20.9% | -3.4% |
| 30D | +11.1% | +12.6% | -1.5% | +10.1% |
| 3M | -2.2% | +29.5% | -31.6% | -4.2% |
| 6M | +14.3% | +128.6% | -114.3% | +7.0% |
| YTD | +10.6% | +85.5% | -74.9% | +4.6% |
| 1Y | +4.1% | +90.6% | -86.5% | -1.9% |
| 3Y | +42.9% | +358.0% | -315.2% | +20.2% |
| 5Y | +14.2% | +282.0% | -267.8% | -4.6% |
| All | +34.2% | +318.9% | -284.6% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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