-16.8%
WDAY vs ZETA
+313.7%
-330.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | 0.0% |
| 7D | -4.8% | +26.5% | -31.2% | -9.7% |
| 30D | +2.5% | +10.3% | -7.8% | 0.0% |
| 3M | +8.8% | +30.5% | -21.8% | +2.2% |
| 6M | +60.7% | +129.4% | -68.6% | +34.2% |
| YTD | -11.2% | +83.1% | -94.4% | -23.0% |
| 1Y | -15.6% | +82.1% | -97.7% | -27.0% |
| 3Y | -17.1% | +352.3% | -369.4% | -48.1% |
| 5Y | -35.7% | +293.1% | -328.8% | -62.5% |
| All | -16.8% | +313.7% | -330.4% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling