+269.3%
ZBH vs WSM
+3,783.3%
-3,514.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | -5.2% | +2.6% | -7.8% | -5.7% |
| 30D | -2.4% | -9.5% | +7.1% | -0.7% |
| 3M | +8.3% | +12.9% | -4.6% | +5.8% |
| 6M | +0.7% | +23.0% | -22.4% | -3.3% |
| YTD | +5.3% | +28.9% | -23.6% | 0.0% |
| 1Y | -9.1% | +13.7% | -22.7% | -12.0% |
| 3Y | -19.7% | +232.6% | -252.3% | -39.2% |
| 5Y | -31.3% | +185.9% | -217.1% | -48.2% |
| 10Y | -18.9% | +998.6% | -1,017.6% | -56.6% |
| All | +269.3% | +3,783.3% | -3,514.0% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling