+683.8%
ZBRA vs NWSA
+123.2%
+560.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -1.7% |
| 7D | +2.6% | -2.6% | +5.2% | +4.1% |
| 30D | -6.4% | +4.6% | -10.9% | -8.8% |
| 3M | +51.3% | +10.2% | +41.1% | +42.4% |
| 6M | +60.5% | +21.6% | +38.9% | +41.9% |
| YTD | +45.2% | +14.6% | +30.5% | +31.9% |
| 1Y | +12.3% | +0.4% | +12.0% | +10.2% |
| 3Y | +37.5% | +45.0% | -7.5% | +9.4% |
| 5Y | -39.2% | +41.3% | -80.5% | -51.8% |
| 10Y | +417.0% | +142.8% | +274.2% | +180.0% |
| All | +683.8% | +123.2% | +560.6% | +334.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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