+239.5%
ZETA vs WY
-24.2%
+263.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.4% |
| 7D | -3.7% | -4.2% | +0.4% | -1.2% |
| 30D | +5.7% | -10.1% | +15.8% | +12.6% |
| 3M | +50.4% | -8.5% | +58.9% | +57.3% |
| 6M | +65.5% | -3.3% | +68.8% | +65.0% |
| YTD | +48.3% | -4.4% | +52.7% | +46.9% |
| 1Y | +45.4% | -11.5% | +56.9% | +51.8% |
| 3Y | +270.8% | -24.3% | +295.1% | +327.1% |
| 5Y | +336.1% | -21.3% | +357.4% | +467.8% |
| All | +239.5% | -24.2% | +263.7% | +345.2% |
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