+1,188.5%
WDC vs ZBH
-16.2%
+1,204.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.5% |
| 7D | -4.3% | -4.7% | +0.4% | -2.5% |
| 30D | -1.5% | -4.5% | +3.0% | +0.1% |
| 3M | -15.5% | +7.6% | -23.1% | -19.7% |
| 6M | +66.5% | +0.3% | +66.2% | +62.0% |
| YTD | +159.9% | +4.5% | +155.3% | +146.6% |
| 1Y | +366.0% | -9.4% | +375.3% | +366.1% |
| 3Y | +1,285.8% | -21.5% | +1,307.3% | +1,341.5% |
| 5Y | +925.6% | -28.4% | +954.0% | +1,002.1% |
| All | +1,188.5% | -16.2% | +1,204.7% | +1,106.9% |
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