-15.5%
WDAY vs ZETA
+361.9%
-377.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.6% | -6.4% | -0.3% |
| 7D | -5.3% | +18.8% | -24.0% | -8.7% |
| 30D | +1.5% | +12.6% | -11.1% | -1.1% |
| 3M | +5.5% | +29.5% | -24.0% | -0.2% |
| 6M | +57.4% | +128.6% | -71.2% | +34.6% |
| YTD | -11.0% | +85.5% | -96.5% | -22.1% |
| 1Y | -15.8% | +90.6% | -106.4% | -26.7% |
| All | -15.5% | +361.9% | -377.5% | -35.0% |
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