+122.9%
WFC vs ZBRA
-40.4%
+163.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.4% |
| 7D | +0.4% | -3.4% | +3.8% | +1.4% |
| 30D | +1.5% | -7.4% | +8.9% | +3.7% |
| 3M | +10.2% | +57.5% | -47.3% | -5.8% |
| 6M | +18.8% | +64.0% | -45.2% | -0.7% |
| YTD | -1.5% | +44.3% | -45.8% | -14.6% |
| 1Y | +13.5% | +10.9% | +2.7% | +6.7% |
| 3Y | +135.0% | +37.5% | +97.4% | +100.0% |
| All | +122.9% | -40.4% | +163.3% | +142.3% |
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