+117.1%
WFC vs ZETA
+318.9%
-201.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | -0.7% |
| 7D | -1.3% | +18.8% | -20.0% | -3.1% |
| 30D | +3.6% | +12.6% | -9.0% | +2.1% |
| 3M | -1.3% | +29.5% | -30.8% | -4.3% |
| 6M | +18.0% | +128.6% | -110.6% | +6.9% |
| YTD | -5.9% | +85.5% | -91.3% | -13.4% |
| 1Y | +1.8% | +90.6% | -88.8% | -6.8% |
| 3Y | +125.0% | +358.0% | -233.0% | +77.0% |
| 5Y | +92.0% | +282.0% | -190.0% | +46.6% |
| All | +117.1% | +318.9% | -201.7% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling