+243.8%
ZETA vs WPM
+236.0%
+7.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.1% | +1.3% |
| 7D | -6.5% | -3.6% | -2.9% | -5.7% |
| 30D | +4.8% | +12.5% | -7.6% | +1.5% |
| 3M | +53.3% | +40.6% | +12.7% | +40.0% |
| 6M | +66.8% | +0.5% | +66.3% | +64.3% |
| YTD | +50.2% | +29.0% | +21.1% | +37.8% |
| 1Y | +62.0% | +43.8% | +18.2% | +44.0% |
| 3Y | +276.4% | +266.3% | +10.1% | +150.6% |
| 5Y | +341.6% | +255.1% | +86.5% | +188.0% |
| All | +243.8% | +236.0% | +7.8% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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