+14.5%
SHW vs ZETA
+244.2%
-229.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.2% | -8.9% | -1.3% |
| 7D | +4.2% | +13.2% | -9.0% | +3.2% |
| 30D | +11.3% | +6.0% | +5.3% | +10.7% |
| 3M | -1.8% | +27.3% | -29.1% | -3.9% |
| 6M | +12.7% | +104.6% | -91.9% | +5.8% |
| YTD | +10.4% | +72.3% | -61.9% | +4.5% |
| 1Y | +4.7% | +76.3% | -71.6% | -1.2% |
| 3Y | +42.7% | +325.6% | -282.9% | +17.6% |
| 5Y | +14.5% | +254.2% | -239.7% | -5.5% |
| All | +14.5% | +244.2% | -229.6% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling