+84.7%
WDC vs ZETA
+91.3%
-6.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.6% | +0.7% | +7.4% |
| 7D | -3.2% | +18.8% | -22.0% | -5.0% |
| 30D | -19.0% | +12.6% | -31.7% | -20.2% |
| 3M | -28.4% | +29.5% | -57.9% | -30.0% |
| 6M | -39.2% | +128.6% | -167.8% | -44.1% |
| YTD | +82.1% | +85.5% | -3.4% | +81.5% |
| 1Y | +84.7% | +90.6% | -6.0% | +80.6% |
| All | +84.7% | +91.3% | -6.6% | +80.6% |
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