+417.4%
WDC vs ZETA
+68.7%
+348.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.1% | +9.9% | +6.2% |
| 7D | +1.7% | +2.7% | -0.9% | +1.4% |
| 30D | -10.0% | +15.8% | -25.8% | -11.2% |
| 3M | -18.8% | +35.4% | -54.2% | -20.3% |
| 6M | +79.0% | +67.1% | +11.9% | +68.1% |
| YTD | +171.6% | +54.1% | +117.5% | +163.4% |
| 1Y | +417.4% | +67.8% | +349.6% | +386.6% |
| All | +417.4% | +68.7% | +348.7% | +386.6% |
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