+252.6%
ZETA vs WST
+2.3%
+250.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.9% |
| 7D | +2.7% | +0.7% | +1.9% | +2.5% |
| 30D | +15.8% | -3.1% | +19.0% | +16.5% |
| 3M | +35.4% | +7.2% | +28.2% | +33.6% |
| 6M | +67.1% | +36.8% | +30.3% | +56.5% |
| YTD | +54.1% | +23.8% | +30.2% | +46.9% |
| 1Y | +67.8% | +37.8% | +30.1% | +56.5% |
| 3Y | +311.4% | -15.9% | +327.3% | +309.9% |
| 5Y | +324.8% | -25.8% | +350.6% | +332.1% |
| All | +252.6% | +2.3% | +250.3% | +328.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling