+246.3%
ZETA vs W
-69.1%
+315.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -2.4% | +6.5% | -8.9% | -4.3% |
| 30D | +15.6% | -6.2% | +21.8% | +17.5% |
| 3M | +41.5% | +48.9% | -7.4% | +21.8% |
| 6M | +63.4% | +31.2% | +32.2% | +44.9% |
| YTD | +51.3% | -0.4% | +51.7% | +45.2% |
| 1Y | +65.8% | +14.8% | +51.0% | +49.4% |
| 3Y | +279.2% | +40.5% | +238.7% | +186.2% |
| 5Y | +341.8% | -62.1% | +403.9% | +258.4% |
| All | +246.3% | -69.1% | +315.5% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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