+145.0%
WFC vs ZBH
-16.2%
+161.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +0.4% | -4.7% | +5.0% | +2.4% |
| 30D | +1.5% | -4.5% | +6.0% | +3.4% |
| 3M | +10.2% | +7.6% | +2.6% | +6.2% |
| 6M | +18.8% | +0.3% | +18.5% | +17.2% |
| YTD | -1.5% | +4.5% | -6.1% | -4.8% |
| 1Y | +13.5% | -9.4% | +22.9% | +15.7% |
| 3Y | +135.0% | -21.5% | +156.4% | +149.7% |
| 5Y | +130.1% | -28.4% | +158.5% | +150.4% |
| All | +145.0% | -16.2% | +161.2% | +136.0% |
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