+264.7%
ZETA vs WM
+83.6%
+181.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.3% | +4.4% |
| 7D | +6.2% | -0.5% | +6.7% | +6.3% |
| 30D | -2.0% | +13.3% | -15.3% | -5.6% |
| 3M | +21.7% | +4.4% | +17.3% | +20.0% |
| 6M | +89.1% | +10.8% | +78.3% | +81.9% |
| YTD | +59.3% | +9.1% | +50.2% | +53.6% |
| 1Y | +66.2% | +19.1% | +47.0% | +54.6% |
| 3Y | +297.3% | +45.7% | +251.6% | +235.2% |
| 5Y | +227.5% | +60.4% | +167.0% | +158.5% |
| All | +264.7% | +83.6% | +181.1% | +186.8% |
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