+36.6%
WAT vs ZBH
-5.6%
+42.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.8% |
| 7D | -1.3% | -2.8% | +1.5% | -0.7% |
| 30D | +2.3% | -0.1% | +2.4% | +2.3% |
| 3M | +8.7% | +13.4% | -4.7% | +5.6% |
| 6M | +28.3% | +3.0% | +25.3% | +26.3% |
| YTD | +7.8% | +9.7% | -1.9% | +4.5% |
| 1Y | +36.6% | -5.4% | +42.0% | +40.2% |
| All | +36.6% | -5.6% | +42.2% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 1y: compounded portfolio wealth divided by compounded ZBH 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…
1y analysis · Full analysis span regression · 6 months rolling