+83.5%
ZETA vs WETO
-99.4%
+182.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | +0.5% |
| 7D | -6.5% | -19.9% | +13.4% | -6.7% |
| 30D | +4.8% | -42.7% | +47.5% | +5.4% |
| 3M | +53.3% | -97.7% | +151.1% | +55.4% |
| 6M | +66.8% | -94.4% | +161.2% | +67.3% |
| YTD | +50.2% | -97.0% | +147.2% | +48.2% |
| 1Y | +62.0% | -98.9% | +160.9% | +55.9% |
| All | +83.5% | -99.4% | +182.9% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling