+117.0%
WFC vs ZETA
+313.7%
-196.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +1.7% | +26.5% | -24.7% | -0.8% |
| 30D | +6.8% | +10.3% | -3.4% | +5.6% |
| 3M | -3.0% | +30.5% | -33.5% | -6.0% |
| 6M | +15.4% | +129.4% | -113.9% | +4.5% |
| YTD | -5.9% | +83.1% | -89.1% | -13.3% |
| 1Y | +1.7% | +82.1% | -80.4% | -6.4% |
| 3Y | +124.9% | +352.3% | -227.4% | +77.2% |
| 5Y | +90.5% | +293.1% | -202.7% | +45.5% |
| All | +117.0% | +313.7% | -196.6% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling