+292.2%
WAB vs ZBRA
+435.2%
-143.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | +0.4% |
| 7D | +0.1% | -3.4% | +3.5% | +1.3% |
| 30D | -4.1% | -7.4% | +3.3% | -1.6% |
| 3M | +8.2% | +57.5% | -49.3% | -9.2% |
| 6M | +15.4% | +64.0% | -48.6% | -5.2% |
| YTD | +33.1% | +44.3% | -11.1% | +13.4% |
| 1Y | +48.1% | +10.9% | +37.2% | +37.8% |
| 3Y | +167.7% | +37.5% | +130.2% | +120.5% |
| 5Y | +225.7% | -39.7% | +265.4% | +252.8% |
| All | +292.2% | +435.2% | -143.0% | +114.2% |
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