+244.1%
WMB vs ZETA
+241.7%
+2.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.4% |
| 7D | +0.8% | -2.4% | +3.2% | +0.9% |
| 30D | +7.7% | +15.6% | -7.9% | +6.7% |
| 3M | +6.7% | +41.5% | -34.8% | +4.3% |
| 6M | +3.6% | +63.4% | -59.8% | -0.1% |
| YTD | +28.0% | +51.3% | -23.3% | +23.5% |
| 1Y | +37.6% | +65.8% | -28.2% | +31.3% |
| 3Y | +149.0% | +279.2% | -130.2% | +117.1% |
| 5Y | +285.3% | +341.8% | -56.4% | +225.3% |
| All | +244.1% | +241.7% | +2.4% | +199.9% |
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