+312.3%
ZETA vs GWW
+241.2%
+71.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.1% |
| 7D | +18.1% | +3.6% | +14.6% | +15.7% |
| 30D | +13.6% | +12.1% | +1.5% | +6.0% |
| 3M | +23.7% | +12.9% | +10.8% | +14.9% |
| 6M | +128.5% | +19.3% | +109.2% | +102.0% |
| YTD | +80.1% | +48.7% | +31.4% | +35.1% |
| 1Y | +98.0% | +60.5% | +37.5% | +40.4% |
| 3Y | +348.6% | +93.3% | +255.3% | +184.2% |
| 5Y | +286.6% | +219.0% | +67.6% | +73.5% |
| All | +312.3% | +241.2% | +71.1% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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