-13.2%
WDAY vs ZBH
-0.3%
-12.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.3% |
| 7D | +1.8% | -2.3% | +4.1% | +2.3% |
| 30D | +4.1% | +12.5% | -8.4% | +1.2% |
| 3M | -4.8% | +3.9% | -8.8% | -5.9% |
| 6M | +68.6% | +25.4% | +43.2% | +62.1% |
| YTD | -8.5% | +15.7% | -24.2% | -11.7% |
| 1Y | -12.1% | +15.2% | -27.3% | -15.1% |
| 3Y | -13.2% | +0.3% | -13.5% | -23.0% |
| All | -13.2% | -0.3% | -12.8% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling