+319.2%
ZETA vs WAB
+275.4%
+43.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.4% |
| 7D | +26.5% | +7.9% | +18.6% | +19.8% |
| 30D | +10.3% | +4.9% | +5.4% | +6.6% |
| 3M | +30.5% | +1.8% | +28.8% | +28.2% |
| 6M | +129.4% | +12.0% | +117.4% | +103.5% |
| YTD | +83.1% | +41.3% | +41.9% | +29.6% |
| 1Y | +82.1% | +43.8% | +38.2% | +27.1% |
| 3Y | +352.3% | +171.1% | +181.2% | +83.6% |
| 5Y | +293.1% | +217.7% | +75.4% | +33.0% |
| All | +319.2% | +275.4% | +43.8% | +34.0% |
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