-29.5%
ZBH vs BBWI
-68.8%
+39.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.7% | +1.2% |
| 7D | -4.9% | -4.4% | -0.5% | -4.4% |
| 30D | -3.2% | -7.4% | +4.1% | -2.4% |
| 3M | +5.8% | -2.2% | +8.1% | +5.8% |
| 6M | +2.0% | -16.3% | +18.3% | +3.5% |
| YTD | +5.8% | -9.1% | +14.9% | +5.7% |
| 1Y | -7.9% | -34.5% | +26.6% | -4.2% |
| 3Y | -19.4% | -47.0% | +27.6% | -16.3% |
| 5Y | -29.5% | -68.8% | +39.3% | -21.6% |
| All | -29.5% | -68.8% | +39.3% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling