+252.6%
ZETA vs WCN
+41.8%
+210.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.4% |
| 7D | +2.7% | -0.6% | +3.3% | +3.1% |
| 30D | +15.8% | +0.4% | +15.4% | +15.5% |
| 3M | +35.4% | +7.3% | +28.1% | +28.6% |
| 6M | +67.1% | -2.5% | +69.6% | +68.2% |
| YTD | +54.1% | -5.4% | +59.4% | +58.0% |
| 1Y | +67.8% | -8.5% | +76.3% | +75.2% |
| 3Y | +311.4% | +20.8% | +290.6% | +229.3% |
| 5Y | +324.8% | +30.0% | +294.8% | +200.2% |
| All | +252.6% | +41.8% | +210.9% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling