+242.2%
ZETA vs WCC
+230.1%
+12.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | -0.1% | +6.8% | -6.9% | -2.9% |
| 30D | +10.5% | -3.0% | +13.5% | +11.5% |
| 3M | +44.3% | +0.2% | +44.1% | +41.8% |
| 6M | +59.4% | +33.2% | +26.3% | +35.1% |
| YTD | +49.5% | +45.8% | +3.7% | +21.0% |
| 1Y | +62.7% | +68.4% | -5.7% | +23.5% |
| 3Y | +274.6% | +131.1% | +143.5% | +133.0% |
| 5Y | +349.3% | +225.6% | +123.7% | +117.1% |
| All | +242.2% | +230.1% | +12.1% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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