+462.5%
WDC vs ZETA
+313.7%
+148.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.5% |
| 7D | +16.3% | +26.5% | -10.2% | +12.4% |
| 30D | -18.3% | +10.3% | -28.5% | -19.2% |
| 3M | -31.4% | +30.5% | -62.0% | -34.0% |
| 6M | -36.3% | +129.4% | -165.6% | -44.2% |
| YTD | +80.8% | +83.1% | -2.3% | +62.5% |
| 1Y | +87.7% | +82.1% | +5.6% | +68.6% |
| 3Y | +819.4% | +352.3% | +467.1% | +566.9% |
| 5Y | +583.2% | +293.1% | +290.1% | +376.2% |
| All | +462.5% | +313.7% | +148.8% | +306.4% |
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