+4.2%
WBD vs ZETA
+341.5%
-337.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -1.7% | -0.1% | -1.6% | -1.8% |
| 30D | +3.9% | +10.5% | -6.6% | +1.7% |
| 3M | +5.1% | +44.3% | -39.2% | -3.0% |
| 6M | +0.6% | +59.4% | -58.9% | -10.0% |
| YTD | -3.2% | +49.5% | -52.6% | -13.1% |
| 1Y | +127.7% | +62.7% | +65.0% | +98.7% |
| 3Y | +146.6% | +274.6% | -128.1% | +60.6% |
| 5Y | +4.2% | +349.3% | -345.2% | -36.4% |
| All | +4.2% | +341.5% | -337.3% | -36.4% |
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