+324.5%
ZETA vs WCC
+204.3%
+120.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.3% | +4.3% | +6.2% |
| 7D | +18.8% | +3.3% | +15.4% | +17.3% |
| 30D | +12.6% | -9.4% | +22.1% | +16.5% |
| 3M | +29.5% | -10.5% | +40.0% | +33.4% |
| 6M | +128.6% | -10.4% | +139.0% | +131.5% |
| YTD | +85.5% | +34.4% | +51.0% | +53.3% |
| 1Y | +90.6% | +27.7% | +62.9% | +61.8% |
| 3Y | +358.0% | +137.9% | +220.1% | +177.4% |
| 5Y | +282.0% | +147.0% | +134.9% | +96.3% |
| All | +324.5% | +204.3% | +120.2% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling