+53.9%
WM vs ZBH
-27.9%
+81.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | -0.3% | -2.8% | +2.5% | +0.2% |
| 30D | -2.4% | -0.1% | -2.3% | -2.4% |
| 3M | +0.4% | +13.4% | -13.0% | -1.8% |
| 6M | -9.5% | +3.0% | -12.5% | -10.3% |
| YTD | +0.5% | +9.7% | -9.1% | -1.6% |
| 1Y | -1.1% | -5.4% | +4.3% | -1.0% |
| 3Y | +46.0% | -15.6% | +61.6% | +48.2% |
| All | +53.9% | -27.9% | +81.9% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling