+161.8%
WAT vs ZBRA
+425.5%
-263.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -2.9% | -3.8% | +0.9% | -1.7% |
| 30D | -3.2% | -10.2% | +7.0% | 0.0% |
| 3M | +10.6% | +58.7% | -48.1% | -5.8% |
| 6M | +34.0% | +61.9% | -27.9% | +12.7% |
| YTD | +5.7% | +41.7% | -35.9% | -8.0% |
| 1Y | +37.1% | +12.4% | +24.7% | +27.8% |
| 3Y | +52.4% | +34.2% | +18.2% | +30.7% |
| 5Y | -4.4% | -40.8% | +36.3% | +1.5% |
| All | +161.8% | +425.5% | -263.8% | +59.1% |
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