-40.8%
ZBRA vs WWD
+187.1%
-227.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.4% |
| 7D | -3.8% | -2.9% | -0.9% | -2.6% |
| 30D | -10.2% | -6.6% | -3.6% | -7.7% |
| 3M | +58.7% | -9.3% | +68.0% | +63.7% |
| 6M | +61.9% | -13.6% | +75.5% | +69.3% |
| YTD | +41.7% | +10.4% | +31.3% | +30.6% |
| 1Y | +12.4% | +39.9% | -27.5% | -8.5% |
| 3Y | +34.2% | +165.0% | -130.9% | -20.8% |
| 5Y | -40.8% | +183.8% | -224.5% | -68.9% |
| All | -40.8% | +187.1% | -227.8% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling