-17.4%
ZBH vs WPM
+558.4%
-575.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -0.9% | +0.9% |
| 7D | -4.7% | -0.6% | -4.1% | -4.6% |
| 30D | -4.5% | +14.4% | -18.9% | -5.8% |
| 3M | +7.6% | +37.0% | -29.4% | +4.2% |
| 6M | +0.3% | +4.1% | -3.8% | -0.6% |
| YTD | +4.5% | +31.7% | -27.2% | +1.0% |
| 1Y | -9.4% | +44.2% | -53.6% | -13.4% |
| 3Y | -21.5% | +265.5% | -287.0% | -33.0% |
| 5Y | -28.4% | +262.5% | -290.9% | -39.6% |
| All | -17.4% | +558.4% | -575.8% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling