+312.3%
ZETA vs WAB
+272.2%
+40.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.0% |
| 7D | +18.1% | +5.1% | +13.0% | +14.0% |
| 30D | +13.6% | +4.0% | +9.6% | +10.4% |
| 3M | +23.7% | +0.1% | +23.6% | +23.0% |
| 6M | +128.5% | +12.8% | +115.7% | +101.3% |
| YTD | +80.1% | +40.1% | +40.0% | +28.2% |
| 1Y | +98.0% | +46.4% | +51.6% | +35.6% |
| 3Y | +348.6% | +167.4% | +181.2% | +84.1% |
| 5Y | +286.6% | +215.0% | +71.6% | +31.7% |
| All | +312.3% | +272.2% | +40.0% | +32.6% |
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