+3.6%
WBD vs ZBH
-28.6%
+32.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -0.7% | -4.7% | +3.9% | +1.1% |
| 30D | +1.4% | -4.5% | +5.9% | +3.2% |
| 3M | +4.4% | +7.6% | -3.2% | +0.6% |
| 6M | +0.8% | +0.3% | +0.5% | -0.6% |
| YTD | -2.7% | +4.5% | -7.2% | -6.2% |
| 1Y | +73.4% | -9.4% | +82.8% | +76.7% |
| 3Y | +142.1% | -21.5% | +163.6% | +163.1% |
| All | +3.6% | -28.6% | +32.3% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling