+755.0%
SW vs ZBH
+60.7%
+694.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | -5.1% | -2.8% | -2.3% | -4.7% |
| 30D | -4.6% | -0.1% | -4.5% | -4.6% |
| 3M | +9.4% | +13.4% | -4.0% | +7.2% |
| 6M | +3.5% | +3.0% | +0.5% | +2.8% |
| YTD | +22.0% | +9.7% | +12.4% | +20.1% |
| 1Y | +2.2% | -5.4% | +7.6% | +2.5% |
| 3Y | +19.6% | -15.6% | +35.2% | +21.1% |
| 5Y | -2.3% | -28.1% | +25.8% | -0.1% |
| 10Y | +181.4% | -15.2% | +196.6% | +177.1% |
| All | +755.0% | +60.7% | +694.3% | +693.4% |
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