+312.3%
ZETA vs BWA
+16.2%
+296.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +18.1% | +4.3% | +13.9% | +16.4% |
| 30D | +13.6% | -13.0% | +26.6% | +19.2% |
| 3M | +23.7% | -24.8% | +48.6% | +35.9% |
| 6M | +128.5% | -23.5% | +152.0% | +147.7% |
| YTD | +80.1% | +13.8% | +66.3% | +60.6% |
| 1Y | +98.0% | +13.4% | +84.6% | +76.8% |
| 3Y | +348.6% | +62.8% | +285.8% | +229.7% |
| 5Y | +286.6% | +28.5% | +258.1% | +191.2% |
| All | +312.3% | +16.2% | +296.1% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling