+96.4%
ZETA vs W
+77.2%
+19.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.6% | -0.1% | +3.5% |
| 7D | +6.2% | +3.3% | +2.9% | +5.6% |
| 30D | -2.0% | +10.5% | -12.6% | -3.7% |
| 3M | +21.7% | +9.6% | +12.1% | +19.5% |
| All | +96.4% | +77.2% | +19.2% | +70.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling