+125.6%
WFC vs ZETA
+237.6%
-112.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +2.5% | +10.5% | -8.0% | +1.2% |
| 3M | +10.0% | +44.3% | -34.3% | +5.2% |
| 6M | +15.1% | +59.4% | -44.4% | +8.3% |
| YTD | -2.2% | +49.5% | -51.7% | -7.7% |
| 1Y | +13.5% | +62.7% | -49.2% | +5.5% |
| 3Y | +135.2% | +274.6% | -139.4% | +89.2% |
| 5Y | +128.3% | +349.3% | -221.0% | +76.4% |
| All | +125.6% | +237.6% | -112.0% | +79.6% |
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