-22.3%
WDC vs ZETA
+10.6%
-32.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.3% | -3.3% |
| 7D | +12.1% | +18.1% | -6.0% | -4.9% |
| 30D | -18.8% | +13.6% | -32.4% | -28.2% |
| All | -22.3% | +10.6% | -32.9% | -28.2% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling