-30.6%
WDAY vs ZBRA
-40.4%
+9.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.3% |
| 7D | -5.2% | -3.4% | -1.7% | -4.0% |
| 30D | +5.9% | -7.4% | +13.3% | +8.8% |
| 3M | +42.3% | +57.5% | -15.2% | +19.1% |
| 6M | +34.7% | +64.0% | -29.3% | +9.8% |
| YTD | -13.5% | +44.3% | -57.8% | -26.4% |
| 1Y | -18.1% | +10.9% | -28.9% | -23.4% |
| 3Y | -26.4% | +37.5% | -63.9% | -40.5% |
| All | -30.6% | -40.4% | +9.7% | -19.1% |
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 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