+341.6%
ZETA vs WY
-22.3%
+363.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +2.1% |
| 7D | -6.5% | -3.7% | -2.8% | -4.3% |
| 30D | +4.8% | -11.3% | +16.1% | +12.9% |
| 3M | +53.3% | -8.1% | +61.5% | +60.1% |
| 6M | +66.8% | -7.4% | +74.2% | +71.3% |
| YTD | +50.2% | -4.7% | +54.9% | +48.9% |
| 1Y | +62.0% | -9.2% | +71.2% | +66.2% |
| 3Y | +276.4% | -24.7% | +301.1% | +336.9% |
| 5Y | +341.6% | -21.6% | +363.2% | +503.2% |
| All | +341.6% | -22.3% | +363.9% | +503.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling