+161.8%
WAT vs ZBH
-17.1%
+178.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.1% |
| 7D | -2.9% | -6.6% | +3.7% | -0.3% |
| 30D | -3.2% | -4.9% | +1.7% | -1.4% |
| 3M | +10.6% | +5.1% | +5.5% | +7.8% |
| 6M | +34.0% | +1.3% | +32.7% | +32.0% |
| YTD | +5.7% | +3.4% | +2.4% | +3.0% |
| 1Y | +37.1% | -8.7% | +45.8% | +39.2% |
| 3Y | +52.4% | -21.2% | +73.6% | +62.6% |
| 5Y | -4.4% | -29.2% | +24.8% | +4.6% |
| All | +161.8% | -17.1% | +178.9% | +156.2% |
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 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