-63.8%
WBD vs ZETA
-14.3%
-49.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.8% |
| 7D | -13.9% | -2.5% | -11.4% | -13.4% |
| 30D | -7.6% | -5.8% | -1.7% | -6.3% |
| 3M | -28.3% | +2.2% | -30.5% | -28.7% |
| 6M | -22.3% | -1.9% | -20.4% | -22.8% |
| YTD | +6.9% | +0.9% | +6.0% | +4.4% |
| 1Y | -6.2% | -2.8% | -3.4% | -7.5% |
| All | -63.8% | -14.3% | -49.5% | -66.3% |
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