+243.8%
ZETA vs WWD
+177.2%
+66.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +1.2% |
| 7D | -6.5% | -2.9% | -3.6% | -5.2% |
| 30D | +4.8% | -6.6% | +11.4% | +8.2% |
| 3M | +53.3% | -9.3% | +62.7% | +58.3% |
| 6M | +66.8% | -13.6% | +80.4% | +73.8% |
| YTD | +50.2% | +10.4% | +39.8% | +33.4% |
| 1Y | +62.0% | +39.9% | +22.2% | +23.2% |
| 3Y | +276.4% | +165.0% | +111.3% | +90.0% |
| 5Y | +341.6% | +183.8% | +157.8% | +102.2% |
| All | +243.8% | +177.2% | +66.5% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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