+76.3%
ZETA vs W
+4.6%
+71.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.7% | +11.9% | +9.2% |
| 7D | +13.2% | +1.1% | +12.2% | +12.7% |
| 30D | +6.0% | +6.4% | -0.4% | +4.0% |
| 3M | +27.3% | +9.0% | +18.4% | +23.6% |
| 6M | +104.6% | +69.8% | +34.8% | +66.2% |
| YTD | +72.3% | +12.1% | +60.3% | +60.2% |
| 1Y | +76.3% | 0.0% | +76.3% | +72.3% |
| All | +76.3% | +4.6% | +71.7% | +72.3% |
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