+813.1%
WMT vs ZBH
+269.7%
+543.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | 0.0% | -4.7% | +4.7% | +0.8% |
| 30D | -7.4% | -4.5% | -2.9% | -6.7% |
| 3M | -10.9% | +7.6% | -18.4% | -12.1% |
| 6M | -12.7% | +0.3% | -13.0% | -13.0% |
| YTD | -3.2% | +4.5% | -7.7% | -4.4% |
| 1Y | +5.3% | -9.4% | +14.6% | +6.2% |
| 3Y | +101.9% | -21.5% | +123.3% | +106.9% |
| 5Y | +134.6% | -28.4% | +163.0% | +141.7% |
| 10Y | +440.4% | -16.5% | +456.9% | +421.1% |
| All | +813.1% | +269.7% | +543.4% | +513.2% |
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 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