+59.7%
WM vs ZBH
-19.6%
+79.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | +1.2% | +11.7% | -10.5% | -1.0% |
| 30D | +13.1% | +19.3% | -6.2% | +9.3% |
| 3M | +3.6% | +8.9% | -5.3% | +1.7% |
| 6M | +8.1% | +28.2% | -20.1% | +3.0% |
| YTD | +8.9% | +18.4% | -9.5% | +4.8% |
| 1Y | +20.3% | +20.6% | -0.2% | +15.4% |
| 3Y | +46.2% | -0.6% | +46.8% | +43.3% |
| All | +59.7% | -19.6% | +79.3% | +63.2% |
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 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