+303.5%
WM vs ZBRA
+425.5%
-122.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -3.1% | -3.8% | +0.6% | -2.6% |
| 30D | -5.3% | -10.2% | +4.9% | -4.0% |
| 3M | -4.2% | +58.7% | -62.9% | -10.9% |
| 6M | -8.1% | +61.9% | -70.0% | -15.1% |
| YTD | -1.4% | +41.7% | -43.1% | -7.6% |
| 1Y | +0.2% | +12.4% | -12.1% | -2.8% |
| 3Y | +43.1% | +34.2% | +8.9% | +30.5% |
| 5Y | +49.8% | -40.8% | +90.6% | +57.8% |
| All | +303.5% | +425.5% | -122.1% | +173.7% |
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