+730.4%
SW vs ZBH
+75.6%
+654.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.0% |
| 7D | +4.7% | +9.6% | -5.0% | +3.1% |
| 30D | +5.0% | +19.1% | -14.1% | +2.1% |
| 3M | -7.3% | +9.1% | -16.5% | -8.8% |
| 6M | +15.0% | +29.4% | -14.4% | +10.2% |
| YTD | +18.5% | +19.8% | -1.3% | +14.8% |
| 1Y | +27.1% | +23.4% | +3.8% | +22.6% |
| 3Y | +49.3% | +1.1% | +48.2% | +47.2% |
| 5Y | -1.6% | -18.8% | +17.2% | -1.3% |
| 10Y | +185.4% | +16.1% | +169.3% | +171.9% |
| All | +730.4% | +75.6% | +654.8% | +658.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling