-15.3%
ZBH vs WCC
+139.9%
-155.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | -2.3% | +9.9% | -12.2% | -3.5% |
| 30D | +12.5% | -8.4% | +20.9% | +13.2% |
| 3M | +3.9% | -10.3% | +14.3% | +4.6% |
| 6M | +25.4% | -10.5% | +35.9% | +25.6% |
| YTD | +15.7% | +32.2% | -16.5% | +7.8% |
| 1Y | +15.2% | +25.5% | -10.4% | +8.2% |
| 3Y | +0.3% | +134.7% | -134.3% | -20.6% |
| All | -15.3% | +139.9% | -155.2% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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