+112.2%
WDAY vs ZBH
-16.2%
+128.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | -5.2% | -4.7% | -0.5% | -3.2% |
| 30D | +5.9% | -4.5% | +10.4% | +8.2% |
| 3M | +42.3% | +7.6% | +34.7% | +38.4% |
| 6M | +34.7% | +0.3% | +34.4% | +33.9% |
| YTD | -13.5% | +4.5% | -18.1% | -15.9% |
| 1Y | -18.1% | -9.4% | -8.7% | -16.1% |
| 3Y | -26.4% | -21.5% | -4.9% | -21.7% |
| 5Y | -30.6% | -28.4% | -2.2% | -24.2% |
| All | +112.2% | -16.2% | +128.4% | +99.1% |
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