-2.3%
SW vs ZBH
-27.9%
+25.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.5% |
| 7D | -5.1% | -2.8% | -2.3% | -4.3% |
| 30D | -4.6% | -0.1% | -4.5% | -4.5% |
| 3M | +9.4% | +13.4% | -4.0% | +5.1% |
| 6M | +3.5% | +3.0% | +0.5% | +2.1% |
| YTD | +22.0% | +9.7% | +12.4% | +18.1% |
| 1Y | +2.2% | -5.4% | +7.6% | +2.8% |
| 3Y | +19.6% | -15.6% | +35.2% | +21.4% |
| All | -2.3% | -27.9% | +25.6% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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