+284.4%
ZBH vs WCC
+4,378.4%
-4,093.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.7% | -1.6% |
| 7D | -2.8% | +4.5% | -7.3% | -3.7% |
| 30D | -0.1% | -5.8% | +5.7% | +0.9% |
| 3M | +13.4% | -3.7% | +17.1% | +13.4% |
| 6M | +3.0% | +23.1% | -20.1% | -2.6% |
| YTD | +9.7% | +44.2% | -34.5% | +0.3% |
| 1Y | -5.4% | +62.1% | -67.5% | -16.0% |
| 3Y | -15.6% | +121.1% | -136.7% | -32.7% |
| 5Y | -28.1% | +214.0% | -242.1% | -48.4% |
| 10Y | -15.2% | +472.8% | -488.0% | -50.9% |
| All | +284.4% | +4,378.4% | -4,093.9% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling