+254.2%
ZETA vs BWA
+32.7%
+221.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.9% | +10.1% | +8.8% |
| 7D | +13.2% | -2.4% | +15.7% | +14.2% |
| 30D | +6.0% | -17.7% | +23.7% | +13.3% |
| 3M | +27.3% | -27.0% | +54.3% | +41.2% |
| 6M | +104.6% | -17.3% | +121.9% | +115.0% |
| YTD | +72.3% | +12.9% | +59.5% | +53.8% |
| 1Y | +76.3% | +12.9% | +63.4% | +57.3% |
| 3Y | +325.6% | +62.1% | +263.5% | +210.9% |
| 5Y | +254.2% | +30.7% | +223.5% | +163.2% |
| All | +254.2% | +32.7% | +221.6% | +163.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling