-27.5%
ZBH vs WAB
+220.4%
-247.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.9% |
| 7D | -4.9% | +0.2% | -5.2% | -5.0% |
| 30D | -3.2% | -4.6% | +1.3% | -1.8% |
| 3M | +5.8% | +5.6% | +0.2% | +3.4% |
| 6M | +2.0% | +13.8% | -11.8% | -3.2% |
| YTD | +5.8% | +31.9% | -26.1% | -4.6% |
| 1Y | -7.9% | +48.3% | -56.2% | -20.5% |
| 3Y | -19.4% | +167.1% | -186.5% | -47.4% |
| All | -27.5% | +220.4% | -247.9% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling