-28.7%
ZBH vs WSM
+175.3%
-204.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -4.7% | -0.5% | -4.1% | -4.6% |
| 30D | -4.5% | -7.7% | +3.2% | -3.5% |
| 3M | +7.6% | +3.8% | +3.8% | +7.0% |
| 6M | +0.3% | +22.7% | -22.4% | -2.5% |
| YTD | +4.5% | +28.0% | -23.5% | +0.9% |
| 1Y | -9.4% | +12.7% | -22.1% | -11.3% |
| 3Y | -21.5% | +231.3% | -252.8% | -38.0% |
| All | -28.7% | +175.3% | -204.0% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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