+99.4%
WMT vs ZETA
+272.3%
-173.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -0.2% | -0.1% | -0.2% | -0.2% |
| 30D | -5.8% | +10.5% | -16.3% | -6.2% |
| 3M | -10.8% | +44.3% | -55.1% | -12.2% |
| 6M | -14.3% | +59.4% | -73.8% | -16.4% |
| YTD | -4.4% | +49.5% | -53.9% | -6.5% |
| 1Y | +4.3% | +62.7% | -58.3% | +1.1% |
| All | +99.4% | +272.3% | -173.0% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling