+88.2%
WWD vs ZYBT
-57.8%
+146.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.5% |
| 7D | -2.9% | -2.5% | -0.4% | -2.9% |
| 30D | -6.6% | -1.2% | -5.4% | -6.6% |
| 3M | -9.3% | +76.7% | -86.0% | -8.9% |
| 6M | -13.6% | +103.6% | -117.2% | -13.7% |
| YTD | +10.4% | +38.3% | -27.9% | +10.6% |
| 1Y | +39.9% | -84.7% | +124.6% | +42.5% |
| All | +88.2% | -57.8% | +146.1% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling