-3.5%
SHW vs ZYBT
-57.8%
+54.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -4.5% | -2.5% | -2.0% | -4.5% |
| 30D | -12.7% | -1.2% | -11.4% | -12.7% |
| 3M | +4.7% | +76.7% | -72.0% | +6.8% |
| 6M | -3.4% | +103.6% | -107.0% | -1.6% |
| YTD | -1.3% | +38.3% | -39.6% | +0.7% |
| 1Y | -10.4% | -84.7% | +74.4% | -7.9% |
| All | -3.5% | -57.8% | +54.3% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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