+324.5%
ZETA vs WWD
+182.0%
+142.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.3% | +6.3% | +7.0% |
| 7D | +18.8% | +3.7% | +15.0% | +16.9% |
| 30D | +12.6% | +1.8% | +10.8% | +11.6% |
| 3M | +29.5% | -5.0% | +34.4% | +32.1% |
| 6M | +128.6% | -8.4% | +137.0% | +132.6% |
| YTD | +85.5% | +12.3% | +73.2% | +62.8% |
| 1Y | +90.6% | +26.2% | +64.4% | +54.4% |
| 3Y | +358.0% | +154.6% | +203.4% | +136.5% |
| 5Y | +282.0% | +195.3% | +86.7% | +72.7% |
| All | +324.5% | +182.0% | +142.5% | +97.5% |
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