+242.2%
ZETA vs WAT
+23.3%
+218.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -0.1% | -1.8% | +1.7% | +0.8% |
| 30D | +10.5% | -1.7% | +12.1% | +11.3% |
| 3M | +44.3% | +9.1% | +35.2% | +38.4% |
| 6M | +59.4% | +32.4% | +27.0% | +38.4% |
| YTD | +49.5% | +6.6% | +42.9% | +43.3% |
| 1Y | +62.7% | +34.7% | +28.0% | +39.2% |
| 3Y | +274.6% | +53.6% | +221.0% | +177.8% |
| 5Y | +349.3% | -4.1% | +353.4% | +254.3% |
| All | +242.2% | +23.3% | +218.9% | +201.9% |
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