+341.8%
ZETA vs BWA
+88.6%
+253.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.1% |
| 7D | -2.4% | +4.3% | -6.7% | -4.0% |
| 30D | +15.6% | -2.9% | +18.5% | +16.6% |
| 3M | +41.5% | -12.4% | +53.9% | +47.8% |
| 6M | +63.4% | +28.6% | +34.9% | +46.2% |
| YTD | +51.3% | +48.2% | +3.1% | +22.8% |
| 1Y | +65.8% | +50.9% | +14.9% | +33.3% |
| 3Y | +279.2% | +72.2% | +207.0% | +176.4% |
| 5Y | +341.8% | +91.1% | +250.7% | +174.9% |
| All | +341.8% | +88.6% | +253.1% | +174.9% |
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 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