-6.3%
WBD vs ZETA
+247.9%
-254.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | +0.3% |
| 7D | -1.8% | +2.7% | -4.5% | -2.4% |
| 30D | +8.8% | +15.8% | -7.0% | +5.5% |
| 3M | +4.6% | +35.4% | -30.8% | -2.1% |
| 6M | +1.1% | +67.1% | -66.0% | -10.1% |
| YTD | -2.0% | +54.1% | -56.0% | -12.4% |
| 1Y | +140.0% | +67.8% | +72.2% | +108.9% |
| 3Y | +144.4% | +311.4% | -167.0% | +59.0% |
| 5Y | -0.2% | +324.8% | -325.0% | -37.9% |
| All | -6.3% | +247.9% | -254.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling