+143.0%
WMT vs ZETA
+241.7%
-98.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -1.0% |
| 7D | +0.1% | -2.4% | +2.6% | +0.2% |
| 30D | -5.0% | +15.6% | -20.5% | -5.5% |
| 3M | -11.3% | +41.5% | -52.8% | -12.5% |
| 6M | -13.8% | +63.4% | -77.2% | -15.7% |
| YTD | -4.2% | +51.3% | -55.5% | -6.2% |
| 1Y | +4.6% | +65.8% | -61.2% | +1.7% |
| 3Y | +100.5% | +279.2% | -178.7% | +85.0% |
| 5Y | +129.7% | +341.8% | -212.1% | +109.3% |
| All | +143.0% | +241.7% | -98.7% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling