+249.0%
ZETA vs WST
+20.3%
+228.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +4.9% |
| 7D | -0.4% | -3.1% | +2.7% | +0.2% |
| 30D | -8.0% | +9.1% | -17.1% | -9.5% |
| 3M | +21.4% | +14.7% | +6.7% | +18.2% |
| 6M | +80.1% | +28.0% | +52.1% | +71.6% |
| YTD | +52.5% | +45.6% | +6.8% | +41.0% |
| 1Y | +58.5% | +45.7% | +12.8% | +46.5% |
| 3Y | +281.7% | +21.1% | +260.6% | +233.8% |
| 5Y | +237.3% | +0.3% | +237.0% | +228.9% |
| All | +249.0% | +20.3% | +228.7% | +310.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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