-30.8%
WDAY vs ZBH
-31.2%
+0.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.4% |
| 7D | -10.5% | -6.6% | -4.0% | -8.2% |
| 30D | +2.1% | -4.9% | +7.0% | +4.2% |
| 3M | +34.6% | +5.1% | +29.5% | +32.8% |
| 6M | +29.9% | +1.3% | +28.5% | +28.8% |
| YTD | -13.8% | +3.4% | -17.2% | -15.4% |
| 1Y | -18.3% | -8.7% | -9.6% | -16.6% |
| 3Y | -26.2% | -21.2% | -4.9% | -21.3% |
| 5Y | -30.8% | -29.2% | -1.6% | -29.3% |
| All | -30.8% | -31.2% | +0.4% | -29.3% |
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 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