+2.5%
WFC vs ZETA
+84.8%
-82.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +2.0% |
| 7D | +4.5% | -5.0% | +9.5% | +5.0% |
| 30D | +7.4% | -3.3% | +10.7% | +7.6% |
| 3M | -0.5% | +31.0% | -31.5% | -3.6% |
| 6M | +11.7% | +72.2% | -60.5% | +4.3% |
| YTD | -4.6% | +56.2% | -60.8% | -10.6% |
| 1Y | +2.5% | +90.3% | -87.8% | -5.6% |
| All | +2.5% | +84.8% | -82.2% | -5.6% |
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