+282.6%
WDAY vs ZBH
+73.1%
+209.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -0.9% | -3.1% |
| 7D | -6.1% | -5.2% | -0.9% | -3.8% |
| 30D | +3.7% | -2.4% | +6.1% | +5.0% |
| 3M | +29.6% | +8.3% | +21.3% | +25.5% |
| 6M | +23.3% | +0.7% | +22.7% | +22.3% |
| YTD | -13.3% | +5.3% | -18.6% | -16.0% |
| 1Y | -19.6% | -9.1% | -10.6% | -17.7% |
| 3Y | -25.7% | -19.7% | -6.0% | -21.8% |
| 5Y | -31.6% | -31.3% | -0.3% | -23.5% |
| 10Y | +109.9% | -18.9% | +128.9% | +101.0% |
| All | +282.6% | +73.1% | +209.5% | +202.4% |
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