+1,204.6%
WM vs ZBH
+287.8%
+916.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.0% |
| 7D | -0.3% | -2.8% | +2.5% | +0.4% |
| 30D | -2.4% | -0.1% | -2.3% | -2.4% |
| 3M | +0.4% | +13.4% | -13.0% | -3.1% |
| 6M | -9.5% | +3.0% | -12.5% | -10.7% |
| YTD | +0.5% | +9.7% | -9.1% | -2.6% |
| 1Y | -1.1% | -5.4% | +4.3% | -0.9% |
| 3Y | +46.0% | -15.6% | +61.6% | +48.5% |
| 5Y | +51.8% | -28.1% | +79.9% | +58.8% |
| 10Y | +307.5% | -15.2% | +322.8% | +288.8% |
| All | +1,204.6% | +287.8% | +916.8% | +712.0% |
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 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