+423.9%
ZBRA vs WU
-39.1%
+463.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.6% |
| 7D | -3.4% | -3.5% | +0.1% | -1.8% |
| 30D | -7.4% | -2.9% | -4.5% | -6.2% |
| 3M | +57.5% | -2.3% | +59.8% | +57.2% |
| 6M | +64.0% | -25.4% | +89.3% | +84.2% |
| YTD | +44.3% | -21.2% | +65.5% | +57.7% |
| 1Y | +10.9% | -8.9% | +19.7% | +11.2% |
| 3Y | +37.5% | -29.0% | +66.5% | +52.2% |
| 5Y | -39.7% | -50.7% | +11.1% | -21.5% |
| All | +423.9% | -39.1% | +463.0% | +480.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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