+324.5%
ZETA vs WST
+24.3%
+300.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.6% |
| 7D | +18.8% | +1.1% | +17.7% | +18.6% |
| 30D | +12.6% | +12.4% | +0.2% | +10.3% |
| 3M | +29.5% | +17.6% | +11.9% | +25.5% |
| 6M | +128.6% | +28.3% | +100.3% | +117.7% |
| YTD | +85.5% | +50.5% | +35.0% | +70.5% |
| 1Y | +90.6% | +49.4% | +41.2% | +75.4% |
| 3Y | +358.0% | +21.9% | +336.1% | +303.7% |
| 5Y | +282.0% | +0.4% | +281.6% | +272.2% |
| All | +324.5% | +24.3% | +300.2% | +396.5% |
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