+319.2%
ZETA vs WU
-58.7%
+377.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.8% |
| 7D | +26.5% | -5.3% | +31.7% | +28.7% |
| 30D | +10.3% | +9.0% | +1.2% | +6.4% |
| 3M | +30.5% | -3.6% | +34.1% | +31.2% |
| 6M | +129.4% | -19.4% | +148.7% | +143.5% |
| YTD | +83.1% | -21.7% | +104.8% | +97.1% |
| 1Y | +82.1% | -16.1% | +98.2% | +91.2% |
| 3Y | +352.3% | -24.1% | +376.4% | +379.7% |
| 5Y | +293.1% | -44.1% | +337.3% | +357.8% |
| All | +319.2% | -58.7% | +377.9% | +389.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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