+5,465.8%
WFC vs ZBRA
+8,965.3%
-3,499.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.6% |
| 7D | +1.1% | +2.6% | -1.5% | +0.5% |
| 30D | +0.8% | -6.4% | +7.2% | +2.3% |
| 3M | +9.3% | +51.3% | -42.0% | -2.1% |
| 6M | +10.6% | +60.5% | -49.9% | -2.6% |
| YTD | -4.1% | +45.2% | -49.3% | -13.8% |
| 1Y | +13.6% | +12.3% | +1.2% | +7.8% |
| 3Y | +130.7% | +37.5% | +93.2% | +105.7% |
| 5Y | +126.7% | -39.2% | +165.9% | +136.2% |
| 10Y | +132.1% | +417.0% | -284.9% | +50.4% |
| All | +5,465.8% | +8,965.3% | -3,499.5% | +2,174.6% |
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