+279.2%
ZETA vs WCC
+137.6%
+141.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.8% |
| 7D | -2.4% | +8.5% | -10.9% | -5.7% |
| 30D | +15.6% | -1.0% | +16.6% | +15.7% |
| 3M | +41.5% | +2.1% | +39.4% | +38.2% |
| 6M | +63.4% | +36.8% | +26.6% | +36.6% |
| YTD | +51.3% | +47.7% | +3.6% | +21.4% |
| 1Y | +65.8% | +66.5% | -0.7% | +26.1% |
| 3Y | +279.2% | +134.2% | +145.0% | +126.4% |
| All | +279.2% | +137.6% | +141.6% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling