+67.8%
ZETA vs WAB
+48.2%
+19.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | +2.7% | -3.2% | +5.9% | +3.2% |
| 30D | +15.8% | -4.4% | +20.3% | +16.7% |
| 3M | +35.4% | +7.9% | +27.6% | +30.7% |
| 6M | +67.1% | +8.7% | +58.4% | +57.5% |
| YTD | +54.1% | +33.0% | +21.1% | +13.9% |
| 1Y | +67.8% | +46.7% | +21.2% | +11.2% |
| All | +67.8% | +48.2% | +19.7% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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