+227.5%
ZETA vs WAT
+35.9%
+191.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.2% | +0.3% | +2.5% |
| 7D | +6.2% | +6.0% | +0.2% | +3.5% |
| 30D | -2.0% | +9.9% | -11.9% | -6.2% |
| 3M | +21.7% | +17.2% | +4.5% | +12.8% |
| 6M | +89.1% | +34.2% | +54.9% | +63.8% |
| YTD | +59.3% | +25.5% | +33.8% | +40.9% |
| 1Y | +66.2% | +28.3% | +37.9% | +45.6% |
| 3Y | +297.3% | +88.4% | +208.9% | +160.8% |
| 5Y | +227.5% | +36.1% | +191.3% | +151.0% |
| All | +227.5% | +35.9% | +191.5% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling