+252.6%
ZETA vs WY
-20.9%
+273.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.6% |
| 7D | +2.7% | -1.7% | +4.4% | +3.7% |
| 30D | +15.8% | -10.1% | +25.9% | +23.4% |
| 3M | +35.4% | -5.1% | +40.6% | +38.5% |
| 6M | +67.1% | -4.8% | +71.9% | +68.9% |
| YTD | +54.1% | -0.2% | +54.3% | +48.7% |
| 1Y | +67.8% | -6.6% | +74.4% | +69.5% |
| 3Y | +311.4% | -22.7% | +334.2% | +369.2% |
| 5Y | +324.8% | -22.2% | +347.0% | +439.0% |
| All | +252.6% | -20.9% | +273.5% | +350.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling