+561.8%
GWW vs ZBRA
+435.2%
+126.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.2% | +0.2% |
| 7D | -3.4% | -3.4% | +0.1% | -2.5% |
| 30D | -1.9% | -7.4% | +5.5% | 0.0% |
| 3M | -2.4% | +57.5% | -59.9% | -15.0% |
| 6M | +15.7% | +64.0% | -48.3% | -1.0% |
| YTD | +27.6% | +44.3% | -16.7% | +12.2% |
| 1Y | +27.2% | +10.9% | +16.3% | +19.9% |
| 3Y | +89.7% | +37.5% | +52.1% | +61.6% |
| 5Y | +223.9% | -39.7% | +263.6% | +243.7% |
| All | +561.8% | +435.2% | +126.5% | +307.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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