+595.8%
WDC vs ZETA
+244.2%
+351.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.2% | -8.4% | -1.5% |
| 7D | -16.7% | +13.2% | -30.0% | -18.3% |
| 30D | -27.2% | +6.0% | -33.2% | -27.7% |
| 3M | -34.0% | +27.3% | -61.3% | -36.5% |
| 6M | -39.7% | +104.6% | -144.3% | -47.0% |
| YTD | +68.1% | +72.3% | -4.3% | +50.6% |
| 1Y | +66.3% | +76.3% | -10.0% | +48.3% |
| 3Y | +754.4% | +325.6% | +428.8% | +488.8% |
| 5Y | +595.8% | +254.2% | +341.5% | +358.4% |
| All | +595.8% | +244.2% | +351.6% | +358.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling