+242.2%
ZETA vs WTW
+31.2%
+211.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | +1.1% |
| 7D | -0.1% | -7.1% | +7.0% | +4.8% |
| 30D | +10.5% | -8.5% | +19.0% | +16.6% |
| 3M | +44.3% | +20.6% | +23.7% | +26.1% |
| 6M | +59.4% | +7.2% | +52.2% | +49.3% |
| YTD | +49.5% | -3.9% | +53.3% | +49.5% |
| 1Y | +62.7% | -3.6% | +66.3% | +61.6% |
| 3Y | +274.6% | +60.7% | +214.0% | +144.5% |
| 5Y | +349.3% | +42.2% | +307.2% | +210.0% |
| All | +242.2% | +31.2% | +211.0% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling