+733.1%
WDC vs ZETA
+239.2%
+493.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.5% |
| 7D | +4.4% | -6.5% | +10.9% | +5.3% |
| 30D | +5.3% | +4.8% | +0.4% | +4.4% |
| 3M | -5.9% | +53.3% | -59.3% | -12.3% |
| 6M | +73.2% | +66.8% | +6.4% | +58.1% |
| YTD | +167.8% | +50.2% | +117.7% | +147.3% |
| 1Y | +386.0% | +62.0% | +324.0% | +340.9% |
| 3Y | +1,309.7% | +276.4% | +1,033.4% | +945.3% |
| 5Y | +957.1% | +341.6% | +615.5% | +651.0% |
| All | +733.1% | +239.2% | +493.9% | +518.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling