+63.0%
ZETA vs W
+8.7%
+54.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.6% | -0.1% | +3.1% |
| 7D | +6.2% | +3.3% | +2.9% | +5.2% |
| 30D | -2.0% | +10.5% | -12.6% | -4.8% |
| 3M | +21.7% | +9.6% | +12.1% | +18.0% |
| 6M | +89.1% | +76.4% | +12.8% | +52.2% |
| YTD | +59.3% | +16.4% | +42.9% | +46.7% |
| All | +63.0% | +8.7% | +54.3% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling