+35.0%
WAT vs ZBH
-7.7%
+42.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.4% |
| 7D | -0.3% | -4.7% | +4.4% | +0.7% |
| 30D | -1.9% | -4.5% | +2.6% | -1.0% |
| 3M | +13.5% | +7.6% | +5.9% | +11.6% |
| 6M | +37.2% | +0.3% | +37.0% | +35.9% |
| YTD | +7.5% | +4.5% | +3.0% | +5.4% |
| 1Y | +35.0% | -9.4% | +44.4% | +37.1% |
| All | +35.0% | -7.7% | +42.7% | +37.1% |
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 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