+670.4%
WFC vs ZBH
+272.6%
+397.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -0.4% |
| 7D | +1.1% | -5.2% | +6.3% | +3.6% |
| 30D | +0.8% | -2.4% | +3.2% | +1.9% |
| 3M | +9.3% | +8.3% | +1.0% | +4.5% |
| 6M | +10.6% | +0.7% | +10.0% | +8.7% |
| YTD | -4.1% | +5.3% | -9.4% | -8.0% |
| 1Y | +13.6% | -9.1% | +22.6% | +15.5% |
| 3Y | +130.7% | -19.7% | +150.4% | +142.5% |
| 5Y | +126.7% | -31.3% | +158.0% | +152.2% |
| 10Y | +132.1% | -18.9% | +151.1% | +125.7% |
| All | +670.4% | +272.6% | +397.8% | +299.2% |
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