+8,402.7%
ZBRA vs WY
+604.4%
+7,798.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.0% |
| 7D | -1.8% | -1.7% | -0.1% | -1.1% |
| 30D | -8.8% | -9.9% | +1.1% | -5.1% |
| 3M | +47.2% | -7.5% | +54.8% | +51.5% |
| 6M | +61.3% | -5.1% | +66.4% | +63.8% |
| YTD | +42.0% | -2.1% | +44.1% | +42.1% |
| 1Y | +10.5% | -7.3% | +17.8% | +12.8% |
| 3Y | +34.5% | -22.6% | +57.1% | +47.0% |
| 5Y | -40.3% | -19.8% | -20.5% | -34.8% |
| 10Y | +421.5% | +9.6% | +412.0% | +381.9% |
| All | +8,402.7% | +604.4% | +7,798.3% | +4,288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling