+48.7%
WM vs ZBH
-0.3%
+49.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +3.2% | -2.3% | +5.5% | +3.5% |
| 30D | +13.0% | +12.5% | +0.5% | +10.8% |
| 3M | +9.2% | +3.9% | +5.3% | +8.2% |
| 6M | +13.6% | +25.4% | -11.8% | +9.8% |
| YTD | +12.4% | +15.7% | -3.3% | +9.3% |
| 1Y | +21.2% | +15.2% | +6.0% | +17.9% |
| 3Y | +48.7% | +0.3% | +48.3% | +46.0% |
| All | +48.7% | -0.3% | +49.0% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling