+142.7%
WFC vs ZBRA
+425.5%
-282.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +0.3% | -3.8% | +4.1% | +1.5% |
| 30D | +2.3% | -10.2% | +12.5% | +5.9% |
| 3M | +9.8% | +58.7% | -48.9% | -8.1% |
| 6M | +15.6% | +61.9% | -46.4% | -4.8% |
| YTD | -2.4% | +41.7% | -44.1% | -16.2% |
| 1Y | +13.8% | +12.4% | +1.5% | +5.3% |
| 3Y | +134.6% | +34.2% | +100.5% | +97.2% |
| 5Y | +127.9% | -40.8% | +168.7% | +146.0% |
| All | +142.7% | +425.5% | -282.8% | +38.0% |
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