+349.3%
ZETA vs WSM
+182.5%
+166.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.1% | +2.6% | -2.7% | -1.2% |
| 30D | +10.5% | -9.3% | +19.7% | +15.1% |
| 3M | +44.3% | +7.1% | +37.2% | +39.5% |
| 6M | +59.4% | +21.7% | +37.7% | +44.8% |
| YTD | +49.5% | +28.7% | +20.7% | +32.7% |
| 1Y | +62.7% | +13.9% | +48.8% | +52.0% |
| 3Y | +274.6% | +232.2% | +42.5% | +97.4% |
| 5Y | +349.3% | +176.4% | +172.9% | +137.4% |
| All | +349.3% | +182.5% | +166.8% | +137.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling