+252.6%
ZETA vs WWD
+188.4%
+64.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.1% | -4.6% |
| 7D | +2.7% | +1.3% | +1.4% | +2.0% |
| 30D | +15.8% | -7.2% | +23.0% | +19.9% |
| 3M | +35.4% | -3.8% | +39.3% | +35.5% |
| 6M | +67.1% | -9.9% | +77.0% | +70.4% |
| YTD | +54.1% | +14.8% | +39.2% | +34.2% |
| 1Y | +67.8% | +42.1% | +25.8% | +27.0% |
| 3Y | +311.4% | +170.8% | +140.6% | +105.8% |
| 5Y | +324.8% | +197.5% | +127.3% | +90.3% |
| All | +252.6% | +188.4% | +64.2% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling