+270.9%
ZBH vs WCN
+2,826.3%
-2,555.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -4.9% | -1.7% | -3.2% | -4.3% |
| 30D | -3.2% | -3.0% | -0.3% | -2.1% |
| 3M | +5.8% | +2.5% | +3.3% | +4.9% |
| 6M | +2.0% | -5.7% | +7.7% | +3.9% |
| YTD | +5.8% | -7.4% | +13.2% | +8.3% |
| 1Y | -7.9% | -8.6% | +0.7% | -5.3% |
| 3Y | -19.4% | +19.4% | -38.7% | -25.7% |
| 5Y | -29.5% | +27.2% | -56.7% | -37.1% |
| 10Y | -15.5% | +238.5% | -254.1% | -46.5% |
| All | +270.9% | +2,826.3% | -2,555.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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