-19.2%
WDAY vs ZETA
+239.2%
-258.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -10.5% | -6.5% | -4.1% | -9.2% |
| 30D | +2.1% | +4.8% | -2.7% | +1.1% |
| 3M | +34.6% | +53.3% | -18.7% | +22.8% |
| 6M | +29.9% | +66.8% | -36.9% | +16.4% |
| YTD | -13.8% | +50.2% | -64.0% | -21.6% |
| 1Y | -18.3% | +62.0% | -80.3% | -27.3% |
| 3Y | -26.2% | +276.4% | -302.5% | -51.8% |
| 5Y | -30.8% | +341.6% | -372.4% | -58.9% |
| All | -19.2% | +239.2% | -258.4% | -51.9% |
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