+254.2%
ZETA vs WM
+61.6%
+192.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.3% | +7.8% | +8.1% |
| 7D | +13.2% | +1.2% | +12.1% | +12.8% |
| 30D | +6.0% | +13.7% | -7.7% | +1.7% |
| 3M | +27.3% | +5.2% | +22.1% | +25.1% |
| 6M | +104.6% | +11.2% | +93.4% | +96.0% |
| YTD | +72.3% | +9.4% | +62.9% | +65.5% |
| 1Y | +76.3% | +20.4% | +55.9% | +62.5% |
| 3Y | +325.6% | +44.7% | +280.9% | +253.1% |
| 5Y | +254.2% | +58.5% | +195.8% | +160.5% |
| All | +254.2% | +61.6% | +192.6% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling