+312.3%
ZETA vs WAT
+40.2%
+272.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | +18.1% | +0.6% | +17.5% | +17.8% |
| 30D | +13.6% | +5.4% | +8.2% | +11.0% |
| 3M | +23.7% | +11.3% | +12.4% | +17.6% |
| 6M | +128.5% | +37.4% | +91.1% | +96.6% |
| YTD | +80.1% | +21.2% | +58.9% | +62.5% |
| 1Y | +98.0% | +21.3% | +76.7% | +78.6% |
| 3Y | +348.6% | +83.4% | +265.2% | +205.2% |
| 5Y | +286.6% | +29.0% | +257.6% | +199.2% |
| All | +312.3% | +40.2% | +272.0% | +242.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling