+113.2%
WDC vs ZETA
+84.8%
+28.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.6% | -9.4% | -7.0% |
| 7D | -18.3% | -5.0% | -13.3% | -17.9% |
| 30D | -26.7% | -3.3% | -23.3% | -26.4% |
| 3M | -40.9% | +31.0% | -71.9% | -42.2% |
| 6M | -26.8% | +72.2% | -98.9% | -30.8% |
| YTD | +88.2% | +56.2% | +32.0% | +85.5% |
| 1Y | +113.2% | +90.3% | +22.9% | +96.3% |
| All | +113.2% | +84.8% | +28.4% | +96.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling