+312.3%
ZETA vs WY
-28.5%
+340.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.6% |
| 7D | +18.1% | -0.8% | +18.9% | +18.5% |
| 30D | +13.6% | +10.1% | +3.5% | +6.4% |
| 3M | +23.7% | -15.4% | +39.1% | +35.0% |
| 6M | +128.5% | -8.3% | +136.8% | +133.6% |
| YTD | +80.1% | -9.8% | +89.9% | +82.5% |
| 1Y | +98.0% | -3.9% | +101.9% | +91.3% |
| 3Y | +348.6% | -23.3% | +371.9% | +399.8% |
| 5Y | +286.6% | -31.2% | +317.8% | +416.9% |
| All | +312.3% | -28.5% | +340.7% | +453.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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