+282.6%
WDAY vs ZBRA
+855.4%
-572.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.0% | -3.8% |
| 7D | -6.1% | +2.6% | -8.7% | -6.9% |
| 30D | +3.7% | -6.4% | +10.1% | +6.1% |
| 3M | +29.6% | +51.3% | -21.7% | +9.8% |
| 6M | +23.3% | +60.5% | -37.2% | +1.3% |
| YTD | -13.3% | +45.2% | -58.5% | -26.5% |
| 1Y | -19.6% | +12.3% | -32.0% | -25.6% |
| 3Y | -25.7% | +37.5% | -63.2% | -39.3% |
| 5Y | -31.6% | -39.2% | +7.6% | -26.5% |
| 10Y | +109.9% | +417.0% | -307.1% | +11.5% |
| All | +282.6% | +855.4% | -572.8% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling