-14.5%
WDAY vs ZETA
+247.9%
-262.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -4.5% |
| 7D | -4.4% | +2.7% | -7.0% | -4.9% |
| 30D | +14.7% | +15.8% | -1.1% | +11.2% |
| 3M | +32.4% | +35.4% | -3.1% | +23.7% |
| 6M | +36.9% | +67.1% | -30.2% | +22.5% |
| YTD | -8.8% | +54.1% | -62.9% | -17.5% |
| 1Y | -15.3% | +67.8% | -83.1% | -25.2% |
| 3Y | -21.2% | +311.4% | -332.6% | -49.7% |
| 5Y | -29.5% | +324.8% | -354.3% | -58.0% |
| All | -14.5% | +247.9% | -262.5% | -49.4% |
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