-18.3%
ZBH vs BBWI
-57.7%
+39.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | -6.6% | -8.0% | +1.5% | -5.2% |
| 30D | -4.9% | -6.6% | +1.7% | -4.0% |
| 3M | +5.1% | -2.7% | +7.8% | +5.1% |
| 6M | +1.3% | -12.8% | +14.1% | +2.4% |
| YTD | +3.4% | -10.5% | +13.8% | +3.4% |
| 1Y | -8.7% | -35.3% | +26.7% | -4.2% |
| 3Y | -21.2% | -47.7% | +26.5% | -17.4% |
| 5Y | -29.2% | -68.9% | +39.7% | -20.8% |
| All | -18.3% | -57.7% | +39.4% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling