+81.3%
ZETA vs WETO
-99.4%
+180.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -1.3% |
| 7D | -3.7% | -4.3% | +0.6% | -3.8% |
| 30D | +5.7% | -39.9% | +45.6% | +6.2% |
| 3M | +50.4% | -97.9% | +148.3% | +52.4% |
| 6M | +65.5% | -95.0% | +160.5% | +65.8% |
| YTD | +48.3% | -97.2% | +145.5% | +46.3% |
| 1Y | +45.4% | -98.9% | +144.3% | +39.8% |
| All | +81.3% | -99.4% | +180.7% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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