+2,065.3%
WEC vs ZBH
+272.6%
+1,792.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.8% |
| 7D | +0.8% | -5.2% | +6.0% | +1.8% |
| 30D | +0.3% | -2.4% | +2.8% | +0.7% |
| 3M | -2.9% | +8.3% | -11.2% | -4.6% |
| 6M | -5.9% | +0.7% | -6.6% | -6.5% |
| YTD | +4.1% | +5.3% | -1.2% | +2.5% |
| 1Y | +3.1% | -9.1% | +12.2% | +4.0% |
| 3Y | +40.8% | -19.7% | +60.5% | +44.3% |
| 5Y | +31.7% | -31.3% | +63.0% | +37.6% |
| 10Y | +141.1% | -18.9% | +160.0% | +134.9% |
| All | +2,065.3% | +272.6% | +1,792.7% | +1,407.8% |
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