+239.5%
ZETA vs WSM
+195.4%
+44.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.7% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | +5.7% | -7.7% | +13.4% | +9.2% |
| 3M | +50.4% | +3.8% | +46.7% | +47.6% |
| 6M | +65.5% | +22.7% | +42.8% | +50.4% |
| YTD | +48.3% | +28.0% | +20.3% | +32.7% |
| 1Y | +45.4% | +12.7% | +32.7% | +36.8% |
| 3Y | +270.8% | +231.3% | +39.5% | +105.0% |
| 5Y | +336.1% | +177.2% | +158.9% | +129.2% |
| All | +239.5% | +195.4% | +44.1% | +81.1% |
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