+62.0%
ZETA vs WAB
+47.7%
+14.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | +4.8% | -5.9% | +10.7% | +5.9% |
| 3M | +53.3% | +9.4% | +44.0% | +46.2% |
| 6M | +66.8% | +13.8% | +53.0% | +49.7% |
| YTD | +50.2% | +31.8% | +18.4% | +10.9% |
| 1Y | +62.0% | +48.5% | +13.5% | +5.5% |
| All | +62.0% | +47.7% | +14.3% | +5.5% |
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 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