+423.9%
ZBRA vs WY
+7.6%
+416.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -3.4% | -4.2% | +0.8% | -1.2% |
| 30D | -7.4% | -10.1% | +2.7% | -2.1% |
| 3M | +57.5% | -8.5% | +66.0% | +64.5% |
| 6M | +64.0% | -3.3% | +67.3% | +65.6% |
| YTD | +44.3% | -4.4% | +48.7% | +45.9% |
| 1Y | +10.9% | -11.5% | +22.4% | +16.7% |
| 3Y | +37.5% | -24.3% | +61.8% | +56.3% |
| 5Y | -39.7% | -21.3% | -18.3% | -31.8% |
| All | +423.9% | +7.6% | +416.3% | +369.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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