-31.0%
WDAY vs ZETA
+346.9%
-377.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | +29.6% | +41.5% | -11.9% | +19.9% |
| 6M | +23.3% | +63.4% | -40.1% | +10.7% |
| YTD | -13.3% | +51.3% | -64.6% | -21.4% |
| 1Y | -19.6% | +65.8% | -85.4% | -29.0% |
| 3Y | -25.7% | +279.2% | -304.9% | -52.2% |
| All | -31.0% | +346.9% | -377.9% | -59.8% |
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 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