+290.4%
ZETA vs W
+41.4%
+249.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -4.8% |
| 7D | +2.7% | -4.2% | +6.8% | +3.8% |
| 30D | +15.8% | -7.6% | +23.4% | +18.2% |
| 3M | +35.4% | +37.2% | -1.7% | +20.2% |
| 6M | +67.1% | +26.3% | +40.8% | +50.6% |
| YTD | +54.1% | -1.0% | +55.0% | +48.3% |
| 1Y | +67.8% | +20.1% | +47.7% | +50.0% |
| All | +290.4% | +41.4% | +249.0% | +168.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling