+252.6%
ZETA vs WAB
+253.4%
-0.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.6% |
| 7D | +2.7% | -3.2% | +5.9% | +5.1% |
| 30D | +15.8% | -4.4% | +20.3% | +19.6% |
| 3M | +35.4% | +7.9% | +27.6% | +24.0% |
| 6M | +67.1% | +8.7% | +58.4% | +49.5% |
| YTD | +54.1% | +33.0% | +21.1% | +14.4% |
| 1Y | +67.8% | +46.7% | +21.2% | +14.6% |
| 3Y | +311.4% | +153.0% | +158.4% | +75.7% |
| 5Y | +324.8% | +222.3% | +102.5% | +45.0% |
| All | +252.6% | +253.4% | -0.7% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling