+252.6%
ZETA vs BWA
+54.2%
+198.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.8% | -5.0% |
| 7D | +2.7% | +5.7% | -3.0% | +0.6% |
| 30D | +15.8% | +1.4% | +14.4% | +15.1% |
| 3M | +35.4% | -12.1% | +47.5% | +41.1% |
| 6M | +67.1% | +28.6% | +38.6% | +50.0% |
| YTD | +54.1% | +51.1% | +3.0% | +24.9% |
| 1Y | +67.8% | +55.9% | +12.0% | +34.0% |
| 3Y | +311.4% | +70.1% | +241.3% | +205.0% |
| 5Y | +324.8% | +90.7% | +234.1% | +181.7% |
| All | +252.6% | +54.2% | +198.4% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling