+131.4%
WMT vs ZETA
+352.7%
-221.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -2.5% | -6.5% | +4.0% | -2.2% |
| 30D | -6.4% | +4.8% | -11.3% | -6.6% |
| 3M | -12.1% | +53.3% | -65.4% | -13.7% |
| 6M | -15.0% | +66.8% | -81.8% | -17.0% |
| YTD | -4.5% | +50.2% | -54.7% | -6.6% |
| 1Y | +6.2% | +62.0% | -55.9% | +3.2% |
| 3Y | +99.9% | +276.4% | -176.5% | +82.9% |
| 5Y | +131.4% | +341.6% | -210.2% | +106.7% |
| All | +131.4% | +352.7% | -221.3% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling