+341.6%
ZETA vs GWW
+219.8%
+121.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.8% |
| 7D | -6.5% | -3.1% | -3.3% | -4.6% |
| 30D | +4.8% | -2.3% | +7.2% | +6.5% |
| 3M | +53.3% | -3.3% | +56.6% | +54.9% |
| 6M | +66.8% | +15.4% | +51.4% | +47.5% |
| YTD | +50.2% | +26.7% | +23.4% | +22.8% |
| 1Y | +62.0% | +29.0% | +33.1% | +31.0% |
| 3Y | +276.4% | +89.0% | +187.4% | +131.6% |
| 5Y | +341.6% | +221.8% | +119.8% | +67.4% |
| All | +341.6% | +219.8% | +121.9% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling