+614.4%
WMB vs ZBH
+309.2%
+305.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | +7.8% | -2.3% | +10.1% | +8.9% |
| 30D | -5.1% | +12.5% | -17.6% | -11.3% |
| 3M | -4.7% | +3.9% | -8.6% | -8.0% |
| 6M | -7.4% | +25.4% | -32.8% | -18.7% |
| YTD | +17.5% | +15.7% | +1.8% | +5.8% |
| 1Y | +19.5% | +15.2% | +4.3% | +7.6% |
| 3Y | +121.3% | +0.3% | +120.9% | +102.9% |
| 5Y | +200.5% | -16.1% | +216.6% | +192.4% |
| 10Y | +281.9% | +17.8% | +264.0% | +188.9% |
| All | +614.4% | +309.2% | +305.2% | +161.6% |
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 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