+297.5%
WBD vs ZBH
+40.9%
+256.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +2.0% |
| 7D | -0.6% | -6.6% | +6.0% | +2.1% |
| 30D | +4.2% | -4.9% | +9.1% | +6.2% |
| 3M | +7.5% | +5.1% | +2.4% | +4.6% |
| 6M | +1.6% | +1.3% | +0.2% | -0.4% |
| YTD | -2.2% | +3.4% | -5.5% | -5.1% |
| 1Y | +124.9% | -8.7% | +133.6% | +127.5% |
| 3Y | +149.1% | -21.2% | +170.3% | +163.4% |
| 5Y | +7.8% | -29.2% | +37.0% | +18.7% |
| 10Y | +14.9% | -17.5% | +32.4% | +10.8% |
| All | +297.5% | +40.9% | +256.6% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling