-11.8%
WMB vs ZETA
+73.8%
-85.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | +0.2% |
| 7D | -13.8% | -0.4% | -13.4% | -13.8% |
| 30D | -10.3% | -8.0% | -2.3% | -11.0% |
| 3M | -10.1% | +21.4% | -31.5% | -7.7% |
| 6M | -11.8% | +80.1% | -91.9% | -3.1% |
| All | -11.8% | +73.8% | -85.7% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling