+252.6%
ZETA vs W
-69.3%
+322.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.3% |
| 3M | +35.4% | +37.2% | -1.7% | +19.6% |
| 6M | +67.1% | +26.3% | +40.8% | +49.9% |
| YTD | +54.1% | -1.0% | +55.0% | +48.1% |
| 1Y | +67.8% | +20.1% | +47.7% | +49.0% |
| 3Y | +311.4% | +37.8% | +273.6% | +212.3% |
| 5Y | +324.8% | -63.7% | +388.4% | +244.6% |
| All | +252.6% | -69.3% | +322.0% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling