+27.4%
WMT vs ZETA
+84.8%
-57.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.8% | +3.6% |
| 7D | +8.8% | -5.0% | +13.7% | +8.6% |
| 30D | +22.9% | -3.3% | +26.3% | +22.8% |
| 3M | +16.1% | +31.0% | -14.9% | +17.3% |
| 6M | -0.5% | +72.2% | -72.6% | +1.5% |
| YTD | +16.7% | +56.2% | -39.5% | +19.2% |
| 1Y | +27.4% | +90.3% | -62.9% | +32.1% |
| All | +27.4% | +84.8% | -57.4% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling