+328.7%
WM vs ZBRA
+410.7%
-82.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | 0.0% |
| 7D | -0.5% | -9.5% | +9.1% | +0.8% |
| 30D | +13.3% | -15.6% | +28.9% | +15.7% |
| 3M | +4.4% | -13.2% | +17.6% | +6.1% |
| 6M | +10.8% | +44.5% | -33.7% | +4.0% |
| YTD | +9.1% | +34.5% | -25.5% | +2.8% |
| 1Y | +19.1% | +25.9% | -6.7% | +13.4% |
| 3Y | +45.7% | +61.3% | -15.7% | +28.0% |
| 5Y | +60.4% | -45.2% | +105.6% | +71.0% |
| 10Y | +328.7% | +386.5% | -57.8% | +209.0% |
| All | +328.7% | +410.7% | -82.0% | +209.0% |
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