-7.0%
WBD vs ZETA
+235.0%
-241.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.3% |
| 7D | -0.7% | -3.7% | +3.0% | -0.1% |
| 30D | +1.4% | +5.7% | -4.3% | +0.2% |
| 3M | +4.4% | +50.4% | -46.1% | -4.2% |
| 6M | +0.8% | +65.5% | -64.6% | -10.2% |
| YTD | -2.7% | +48.3% | -51.0% | -12.4% |
| 1Y | +73.4% | +45.4% | +28.0% | +54.8% |
| 3Y | +142.1% | +270.8% | -128.6% | +60.8% |
| 5Y | +7.2% | +336.1% | -328.9% | -33.1% |
| All | -7.0% | +235.0% | -241.9% | -42.8% |
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