+231.5%
ZETA vs WM
+87.2%
+144.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.2% | -8.4% | -7.6% |
| 7D | -10.0% | +4.5% | -14.5% | -11.1% |
| 30D | -10.6% | +16.1% | -26.6% | -14.4% |
| 3M | +8.9% | +8.0% | +0.8% | +6.3% |
| 6M | +65.1% | +8.4% | +56.7% | +60.4% |
| YTD | +44.8% | +11.2% | +33.6% | +39.0% |
| 1Y | +47.8% | +22.3% | +25.5% | +36.5% |
| 3Y | +248.8% | +50.2% | +198.5% | +191.4% |
| 5Y | +220.3% | +63.3% | +157.0% | +151.6% |
| All | +231.5% | +87.2% | +144.3% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling