+423.9%
ZBRA vs WWD
+498.2%
-74.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.3% |
| 7D | -3.4% | -2.6% | -0.8% | -2.3% |
| 30D | -7.4% | -6.9% | -0.5% | -4.7% |
| 3M | +57.5% | -13.0% | +70.6% | +65.9% |
| 6M | +64.0% | -12.5% | +76.4% | +70.8% |
| YTD | +44.3% | +11.8% | +32.4% | +33.5% |
| 1Y | +10.9% | +41.1% | -30.2% | -8.2% |
| 3Y | +37.5% | +163.1% | -125.5% | -14.8% |
| 5Y | -39.7% | +187.6% | -227.3% | -65.2% |
| All | +423.9% | +498.2% | -74.3% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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