+349.3%
ZETA vs WCN
+27.0%
+322.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | -0.1% | -1.7% | +1.7% | +1.1% |
| 30D | +10.5% | -3.0% | +13.4% | +12.6% |
| 3M | +44.3% | +2.5% | +41.8% | +40.9% |
| 6M | +59.4% | -5.7% | +65.1% | +64.0% |
| YTD | +49.5% | -7.4% | +56.9% | +55.5% |
| 1Y | +62.7% | -8.6% | +71.3% | +69.6% |
| 3Y | +274.6% | +19.4% | +255.2% | +197.0% |
| 5Y | +349.3% | +27.2% | +322.1% | +213.7% |
| All | +349.3% | +27.0% | +322.3% | +213.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling