+1,359.8%
WDC vs ZETA
+281.1%
+1,078.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.3% |
| 7D | +6.0% | -2.4% | +8.4% | +6.2% |
| 30D | +9.9% | +15.6% | -5.6% | +7.8% |
| 3M | -9.4% | +41.5% | -50.9% | -13.7% |
| 6M | +94.7% | +63.4% | +31.3% | +80.0% |
| YTD | +177.4% | +51.3% | +126.1% | +158.6% |
| 1Y | +412.6% | +65.8% | +346.8% | +369.0% |
| 3Y | +1,359.8% | +279.2% | +1,080.6% | +1,039.4% |
| All | +1,359.8% | +281.1% | +1,078.7% | +1,039.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling