+7.0%
WMT vs ZBH
-5.6%
+12.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +3.9% | -2.8% | +6.7% | +4.4% |
| 30D | -4.4% | -0.1% | -4.3% | -4.3% |
| 3M | -8.8% | +13.4% | -22.2% | -10.2% |
| 6M | -15.6% | +3.0% | -18.6% | -16.8% |
| YTD | -3.2% | +9.7% | -12.9% | -5.2% |
| 1Y | +7.0% | -5.4% | +12.4% | +4.7% |
| All | +7.0% | -5.6% | +12.7% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling