+246.3%
ZETA vs WST
+1.6%
+244.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -2.4% | -0.3% | -2.2% | -2.4% |
| 30D | +15.6% | -4.6% | +20.2% | +16.6% |
| 3M | +41.5% | +5.7% | +35.8% | +39.9% |
| 6M | +63.4% | +37.6% | +25.9% | +52.9% |
| YTD | +51.3% | +23.0% | +28.3% | +44.5% |
| 1Y | +65.8% | +33.8% | +32.0% | +55.5% |
| 3Y | +279.2% | -13.4% | +292.5% | +271.5% |
| 5Y | +341.8% | -27.0% | +368.7% | +349.4% |
| All | +246.3% | +1.6% | +244.7% | +320.8% |
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