+249.0%
ZETA vs WM
+83.3%
+165.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.1% | +7.4% | +5.8% |
| 7D | -0.4% | +1.2% | -1.7% | -0.9% |
| 30D | -8.0% | +13.1% | -21.1% | -11.4% |
| 3M | +21.4% | +3.6% | +17.8% | +19.9% |
| 6M | +80.1% | +8.1% | +72.0% | +74.7% |
| YTD | +52.5% | +8.9% | +43.6% | +47.1% |
| 1Y | +58.5% | +20.3% | +38.1% | +46.8% |
| 3Y | +281.7% | +46.2% | +235.5% | +221.5% |
| 5Y | +237.3% | +59.9% | +177.4% | +166.3% |
| All | +249.0% | +83.3% | +165.7% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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