+53.9%
WM vs ZBRA
-38.9%
+92.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -0.3% | +1.8% | -2.1% | -0.4% |
| 30D | -2.4% | -1.7% | -0.7% | -2.3% |
| 3M | +0.4% | +47.8% | -47.3% | -2.4% |
| 6M | -9.5% | +56.7% | -66.2% | -12.5% |
| YTD | +0.5% | +49.4% | -48.9% | -2.7% |
| 1Y | -1.1% | +16.5% | -17.6% | -2.3% |
| 3Y | +46.0% | +31.5% | +14.6% | +40.6% |
| All | +53.9% | -38.9% | +92.8% | +69.8% |
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