+344.5%
ZETA vs WTW
+42.0%
+302.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -3.7% | -5.7% | +2.0% | +0.1% |
| 30D | +5.7% | -7.3% | +13.0% | +10.8% |
| 3M | +50.4% | +21.5% | +29.0% | +29.8% |
| 6M | +65.5% | +9.6% | +55.8% | +51.8% |
| YTD | +48.3% | -3.3% | +51.6% | +47.8% |
| 1Y | +45.4% | -6.1% | +51.5% | +47.4% |
| 3Y | +270.8% | +61.8% | +208.9% | +127.1% |
| All | +344.5% | +42.0% | +302.5% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling