+957.1%
WDC vs ZBH
-31.2%
+988.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -4.0% |
| 7D | +4.4% | -6.6% | +11.0% | +5.6% |
| 30D | +5.3% | -4.9% | +10.2% | +6.1% |
| 3M | -5.9% | +5.1% | -11.0% | -7.8% |
| 6M | +73.2% | +1.3% | +71.9% | +71.0% |
| YTD | +167.8% | +3.4% | +164.5% | +162.3% |
| 1Y | +386.0% | -8.7% | +394.7% | +388.8% |
| 3Y | +1,309.7% | -21.2% | +1,330.9% | +1,378.2% |
| 5Y | +957.1% | -29.2% | +986.3% | +1,018.4% |
| All | +957.1% | -31.2% | +988.3% | +1,018.4% |
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 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