+279.2%
ZETA vs WAB
+168.6%
+110.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.1% |
| 7D | -2.4% | +1.7% | -4.1% | -3.5% |
| 30D | +15.6% | -2.4% | +18.0% | +17.3% |
| 3M | +41.5% | +9.7% | +31.8% | +29.2% |
| 6M | +63.4% | +16.5% | +46.9% | +39.2% |
| YTD | +51.3% | +33.7% | +17.6% | +12.5% |
| 1Y | +65.8% | +49.7% | +16.1% | +11.7% |
| 3Y | +279.2% | +170.9% | +108.3% | +83.9% |
| All | +279.2% | +168.6% | +110.6% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling