+7.0%
WMT vs ZETA
+68.7%
-61.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -1.3% |
| 7D | +3.9% | +2.7% | +1.3% | +4.0% |
| 30D | -4.4% | +15.8% | -20.2% | -4.0% |
| 3M | -8.8% | +35.4% | -44.2% | -8.0% |
| 6M | -15.6% | +67.1% | -82.7% | -14.3% |
| YTD | -3.2% | +54.1% | -57.3% | -1.5% |
| 1Y | +7.0% | +67.8% | -60.8% | +9.8% |
| All | +7.0% | +68.7% | -61.7% | +9.8% |
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 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