+312.3%
ZETA vs WSM
+232.7%
+79.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.1% | -2.3% |
| 7D | +18.1% | 0.0% | +18.1% | +18.1% |
| 30D | +13.6% | +5.1% | +8.5% | +11.0% |
| 3M | +23.7% | +5.1% | +18.6% | +20.6% |
| 6M | +128.5% | +48.6% | +79.9% | +90.9% |
| YTD | +80.1% | +44.2% | +35.9% | +52.8% |
| 1Y | +98.0% | +38.1% | +59.9% | +71.0% |
| 3Y | +348.6% | +257.2% | +91.4% | +141.1% |
| 5Y | +286.6% | +165.1% | +121.5% | +86.5% |
| All | +312.3% | +232.7% | +79.6% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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