+269.3%
ZBH vs WAB
+4,268.7%
-3,999.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.1% |
| 7D | -5.2% | +1.7% | -6.9% | -5.7% |
| 30D | -2.4% | -2.4% | 0.0% | -1.7% |
| 3M | +8.3% | +9.7% | -1.4% | +4.9% |
| 6M | +0.7% | +16.5% | -15.9% | -4.4% |
| YTD | +5.3% | +33.7% | -28.4% | -4.1% |
| 1Y | -9.1% | +49.7% | -58.7% | -20.1% |
| 3Y | -19.7% | +170.9% | -190.6% | -41.9% |
| 5Y | -31.3% | +228.0% | -259.3% | -53.5% |
| 10Y | -18.9% | +284.8% | -303.7% | -50.6% |
| All | +269.3% | +4,268.7% | -3,999.3% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling