+5.3%
WMT vs ZETA
+60.9%
-55.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.3% |
| 7D | 0.0% | -3.7% | +3.7% | -0.1% |
| 30D | -7.4% | +5.7% | -13.1% | -7.2% |
| 3M | -10.9% | +50.4% | -61.3% | -9.4% |
| 6M | -12.7% | +65.5% | -78.1% | -11.0% |
| YTD | -3.2% | +48.3% | -51.5% | -1.3% |
| 1Y | +5.3% | +45.4% | -40.1% | +8.3% |
| All | +5.3% | +60.9% | -55.6% | +8.3% |
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