+228.3%
WAT vs ZBH
+17.7%
+210.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | +0.6% | -2.3% | +2.8% | +1.5% |
| 30D | +5.4% | +12.5% | -7.1% | +0.2% |
| 3M | +11.3% | +3.9% | +7.4% | +8.9% |
| 6M | +37.4% | +25.4% | +12.0% | +23.9% |
| YTD | +21.2% | +15.7% | +5.5% | +12.1% |
| 1Y | +21.3% | +15.2% | +6.2% | +12.5% |
| 3Y | +83.4% | +0.3% | +83.0% | +76.9% |
| 5Y | +29.0% | -16.1% | +45.0% | +31.9% |
| All | +228.3% | +17.7% | +210.6% | +171.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling