+252.6%
ZETA vs WSM
+196.9%
+55.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.9% |
| 7D | +2.7% | -3.3% | +5.9% | +4.0% |
| 30D | +15.8% | -8.4% | +24.2% | +20.0% |
| 3M | +35.4% | +9.7% | +25.8% | +29.7% |
| 6M | +67.1% | +16.7% | +50.4% | +55.1% |
| YTD | +54.1% | +28.7% | +25.4% | +37.6% |
| 1Y | +67.8% | +13.7% | +54.2% | +57.4% |
| 3Y | +311.4% | +230.1% | +81.3% | +127.8% |
| 5Y | +324.8% | +179.0% | +145.8% | +122.9% |
| All | +252.6% | +196.9% | +55.7% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling