+242.2%
ZETA vs WAB
+250.4%
-8.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.2% |
| 7D | -0.1% | +0.2% | -0.3% | -0.3% |
| 30D | +10.5% | -4.6% | +15.0% | +14.2% |
| 3M | +44.3% | +5.6% | +38.7% | +34.4% |
| 6M | +59.4% | +13.8% | +45.6% | +37.0% |
| YTD | +49.5% | +31.9% | +17.6% | +11.7% |
| 1Y | +62.7% | +48.3% | +14.4% | +9.9% |
| 3Y | +274.6% | +167.1% | +107.5% | +52.7% |
| 5Y | +349.3% | +222.9% | +126.5% | +53.9% |
| All | +242.2% | +250.4% | -8.2% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling