-25.7%
WDAY vs ZETA
+281.1%
-306.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.5% |
| 7D | -6.1% | -2.4% | -3.7% | -5.6% |
| 30D | +3.7% | +15.6% | -11.9% | +0.8% |
| 3M | +29.6% | +41.5% | -11.9% | +20.8% |
| 6M | +23.3% | +63.4% | -40.1% | +12.0% |
| YTD | -13.3% | +51.3% | -64.6% | -20.7% |
| 1Y | -19.6% | +65.8% | -85.4% | -27.7% |
| 3Y | -25.7% | +279.2% | -304.9% | -47.1% |
| All | -25.7% | +281.1% | -306.7% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling