+243.8%
ZETA vs WCN
+37.1%
+206.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.1% |
| 7D | -6.5% | -4.4% | -2.1% | -4.0% |
| 30D | +4.8% | -4.4% | +9.3% | +7.7% |
| 3M | +53.3% | +0.5% | +52.9% | +51.7% |
| 6M | +66.8% | -3.3% | +70.1% | +68.2% |
| YTD | +50.2% | -8.5% | +58.7% | +57.0% |
| 1Y | +62.0% | -8.9% | +71.0% | +68.9% |
| 3Y | +276.4% | +18.0% | +258.3% | +204.4% |
| 5Y | +341.6% | +25.0% | +316.6% | +217.8% |
| All | +243.8% | +37.1% | +206.7% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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