-35.3%
WDAY vs ZETA
+271.1%
-306.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.6% | -6.4% | -0.5% |
| 7D | -5.3% | +18.8% | -24.0% | -9.2% |
| 30D | +1.5% | +12.6% | -11.1% | -1.6% |
| 3M | +5.5% | +29.5% | -24.0% | -1.1% |
| 6M | +57.4% | +128.6% | -71.2% | +29.9% |
| YTD | -11.0% | +85.5% | -96.5% | -23.8% |
| 1Y | -15.8% | +90.6% | -106.4% | -28.5% |
| 3Y | -16.9% | +358.0% | -374.9% | -51.2% |
| 5Y | -35.3% | +282.0% | -317.2% | -66.1% |
| All | -35.3% | +271.1% | -306.3% | -66.1% |
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 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