+203.8%
WMB vs ZETA
+259.8%
-56.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.8% | +3.4% |
| 7D | -6.7% | +6.2% | -12.9% | -7.0% |
| 30D | -8.6% | -2.0% | -6.5% | -8.5% |
| 3M | -4.9% | +21.7% | -26.6% | -6.2% |
| 6M | -6.3% | +89.1% | -95.4% | -10.4% |
| YTD | +13.0% | +59.3% | -46.3% | +8.6% |
| 1Y | +14.9% | +66.2% | -51.2% | +10.0% |
| 3Y | +113.4% | +297.3% | -183.9% | +85.6% |
| 5Y | +190.2% | +227.5% | -37.3% | +147.0% |
| All | +203.8% | +259.8% | -56.1% | +163.7% |
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