-17.4%
ZBH vs WAB
+296.8%
-314.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.7% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -4.5% | -4.1% | -0.4% | -3.1% |
| 3M | +7.6% | +8.2% | -0.6% | +3.9% |
| 6M | +0.3% | +15.4% | -15.1% | -5.8% |
| YTD | +4.5% | +33.1% | -28.6% | -7.1% |
| 1Y | -9.4% | +48.1% | -57.4% | -22.9% |
| 3Y | -21.5% | +167.7% | -189.2% | -48.6% |
| 5Y | -28.4% | +225.7% | -254.1% | -57.4% |
| All | -17.4% | +296.8% | -314.2% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling