+525.4%
WPM vs ZBRA
+435.2%
+90.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.2% | +1.9% |
| 7D | -0.6% | -3.4% | +2.9% | -0.2% |
| 30D | +14.4% | -7.4% | +21.8% | +15.3% |
| 3M | +37.0% | +57.5% | -20.5% | +29.9% |
| 6M | +4.1% | +64.0% | -59.9% | -1.8% |
| YTD | +31.7% | +44.3% | -12.6% | +25.4% |
| 1Y | +44.2% | +10.9% | +33.3% | +40.8% |
| 3Y | +265.5% | +37.5% | +228.0% | +241.8% |
| 5Y | +262.5% | -39.7% | +302.2% | +260.5% |
| All | +525.4% | +435.2% | +90.2% | +342.8% |
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 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