+67.8%
ZETA vs WAT
+41.4%
+26.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.7% |
| 7D | +2.7% | -1.3% | +3.9% | +3.1% |
| 30D | +15.8% | +2.3% | +13.5% | +14.9% |
| 3M | +35.4% | +8.7% | +26.7% | +31.3% |
| 6M | +67.1% | +28.3% | +38.8% | +51.7% |
| YTD | +54.1% | +7.8% | +46.3% | +51.4% |
| 1Y | +67.8% | +36.6% | +31.2% | +54.7% |
| All | +67.8% | +41.4% | +26.4% | +54.7% |
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