+423.9%
ZBRA vs WCC
+541.6%
-117.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.4% |
| 7D | -3.4% | +1.5% | -4.9% | -4.0% |
| 30D | -7.4% | -2.1% | -5.3% | -6.9% |
| 3M | +57.5% | +3.8% | +53.7% | +53.7% |
| 6M | +64.0% | +35.0% | +29.0% | +43.6% |
| YTD | +44.3% | +46.4% | -2.1% | +21.8% |
| 1Y | +10.9% | +63.0% | -52.1% | -10.6% |
| 3Y | +37.5% | +133.9% | -96.4% | -6.7% |
| 5Y | -39.7% | +226.5% | -266.2% | -65.2% |
| All | +423.9% | +541.6% | -117.8% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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