+252.6%
ZETA vs GWW
+202.9%
+49.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.6% |
| 7D | +2.7% | +1.4% | +1.3% | +1.8% |
| 30D | +15.8% | +3.3% | +12.5% | +13.6% |
| 3M | +35.4% | +2.9% | +32.5% | +31.4% |
| 6M | +67.1% | +15.8% | +51.3% | +48.8% |
| YTD | +54.1% | +32.0% | +22.0% | +24.3% |
| 1Y | +67.8% | +29.9% | +37.9% | +37.0% |
| 3Y | +311.4% | +91.1% | +220.3% | +161.5% |
| 5Y | +324.8% | +223.9% | +100.9% | +93.0% |
| All | +252.6% | +202.9% | +49.8% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling