+90.3%
ZETA vs WAT
+32.9%
+57.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.9% |
| 7D | -5.0% | -1.9% | -3.0% | -4.2% |
| 30D | -3.3% | +6.2% | -9.6% | -5.5% |
| 3M | +31.0% | +18.1% | +12.9% | +22.5% |
| 6M | +72.2% | +54.9% | +17.3% | +42.5% |
| YTD | +56.2% | +23.1% | +33.1% | +48.1% |
| 1Y | +90.3% | +27.3% | +63.0% | +68.8% |
| All | +90.3% | +32.9% | +57.4% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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