+991.6%
WDC vs ZETA
+341.5%
+650.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +7.5% | -0.1% | +7.5% | +7.3% |
| 30D | +10.1% | +10.5% | -0.4% | +8.2% |
| 3M | -6.8% | +44.3% | -51.1% | -12.5% |
| 6M | +84.1% | +59.4% | +24.7% | +68.7% |
| YTD | +180.3% | +49.5% | +130.8% | +158.2% |
| 1Y | +411.1% | +62.7% | +348.4% | +361.8% |
| 3Y | +1,375.0% | +274.6% | +1,100.4% | +974.8% |
| 5Y | +991.6% | +349.3% | +642.2% | +659.1% |
| All | +991.6% | +341.5% | +650.1% | +659.1% |
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