+348.6%
ZETA vs WST
+24.3%
+324.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.7% |
| 7D | +18.1% | +4.2% | +13.9% | +18.0% |
| 30D | +13.6% | +11.2% | +2.4% | +13.3% |
| 3M | +23.7% | +20.4% | +3.4% | +23.3% |
| 6M | +128.5% | +37.9% | +90.6% | +127.2% |
| YTD | +80.1% | +51.8% | +28.3% | +78.3% |
| 1Y | +98.0% | +56.6% | +41.4% | +96.0% |
| 3Y | +348.6% | +24.2% | +324.4% | +265.7% |
| All | +348.6% | +24.3% | +324.3% | +265.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling