+142.0%
WEC vs ZBH
-16.2%
+158.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | -0.6% | -4.7% | +4.1% | +0.3% |
| 30D | -2.6% | -4.5% | +1.9% | -1.9% |
| 3M | -6.0% | +7.6% | -13.6% | -7.5% |
| 6M | -5.4% | +0.3% | -5.7% | -5.9% |
| YTD | +2.5% | +4.5% | -2.1% | +1.0% |
| 1Y | -0.7% | -9.4% | +8.7% | +0.2% |
| 3Y | +38.7% | -21.5% | +60.2% | +42.8% |
| 5Y | +31.7% | -28.4% | +60.1% | +36.2% |
| All | +142.0% | -16.2% | +158.2% | +131.6% |
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