+302.9%
WM vs ZBH
-18.8%
+321.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | +0.3% |
| 7D | -0.9% | -5.2% | +4.3% | +0.3% |
| 30D | -4.3% | -2.4% | -1.9% | -3.9% |
| 3M | +0.8% | +8.3% | -7.5% | -1.2% |
| 6M | -10.8% | +0.7% | -11.4% | -11.3% |
| YTD | -0.1% | +5.3% | -5.4% | -1.9% |
| 1Y | +1.0% | -9.1% | +10.1% | +2.2% |
| 3Y | +45.1% | -19.7% | +64.8% | +49.3% |
| 5Y | +52.1% | -31.3% | +83.4% | +60.5% |
| 10Y | +302.9% | -18.9% | +321.9% | +289.6% |
| All | +302.9% | -18.8% | +321.8% | +289.6% |
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