+264.7%
ZETA vs WST
+24.3%
+240.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.3% | +1.2% | +3.8% |
| 7D | +6.2% | +1.3% | +4.9% | +6.0% |
| 30D | -2.0% | +12.9% | -14.9% | -4.2% |
| 3M | +21.7% | +16.7% | +5.0% | +18.1% |
| 6M | +89.1% | +26.8% | +62.3% | +80.6% |
| YTD | +59.3% | +50.5% | +8.8% | +46.4% |
| 1Y | +66.2% | +52.9% | +13.3% | +52.3% |
| 3Y | +297.3% | +23.9% | +273.4% | +247.3% |
| 5Y | +227.5% | +1.0% | +226.4% | +218.7% |
| All | +264.7% | +24.3% | +240.4% | +326.5% |
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