-33.5%
WDAY vs ZBRA
-45.5%
+11.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.4% |
| 7D | +1.8% | +0.6% | +1.2% | +1.6% |
| 30D | +4.1% | -14.0% | +18.1% | +9.5% |
| 3M | -4.8% | -14.7% | +9.8% | +0.1% |
| 6M | +68.6% | +31.3% | +37.3% | +49.5% |
| YTD | -8.5% | +33.4% | -42.0% | -20.3% |
| 1Y | -12.1% | +34.1% | -46.2% | -23.6% |
| 3Y | -13.2% | +59.9% | -73.1% | -35.5% |
| All | -33.5% | -45.5% | +11.9% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling