+23.2%
WM vs ZYBT
-60.2%
+83.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +13.0% | -2.0% | +15.0% | +13.0% |
| 3M | +9.2% | -2.0% | +11.2% | +9.2% |
| 6M | +13.6% | +56.4% | -42.8% | +13.8% |
| YTD | +12.4% | +30.4% | -18.0% | +12.7% |
| 1Y | +21.2% | -30.2% | +51.5% | +21.5% |
| All | +23.2% | -60.2% | +83.4% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 3y: compounded portfolio wealth divided by compounded ZYBT 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…
3y analysis · Full analysis span regression · 6 months rolling