+111.5%
WDAY vs ZBRA
+425.5%
-314.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -10.5% | -3.8% | -6.8% | -9.2% |
| 30D | +2.1% | -10.2% | +12.3% | +6.4% |
| 3M | +34.6% | +58.7% | -24.0% | +10.3% |
| 6M | +29.9% | +61.9% | -32.0% | +4.2% |
| YTD | -13.8% | +41.7% | -55.5% | -27.4% |
| 1Y | -18.3% | +12.4% | -30.6% | -24.9% |
| 3Y | -26.2% | +34.2% | -60.3% | -40.7% |
| 5Y | -30.8% | -40.8% | +9.9% | -23.4% |
| All | +111.5% | +425.5% | -314.0% | +7.5% |
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