+284.4%
ZBH vs BBWI
+346.6%
-62.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.4% |
| 7D | -2.8% | +1.5% | -4.3% | -3.1% |
| 30D | -0.1% | -5.2% | +5.1% | +0.7% |
| 3M | +13.4% | +11.1% | +2.3% | +10.4% |
| 6M | +3.0% | -13.4% | +16.3% | +4.3% |
| YTD | +9.7% | +0.1% | +9.6% | +7.2% |
| 1Y | -5.4% | -36.1% | +30.7% | 0.0% |
| 3Y | -15.6% | -44.1% | +28.5% | -12.2% |
| 5Y | -28.1% | -66.2% | +38.1% | -20.2% |
| 10Y | -15.2% | -54.8% | +39.5% | -25.7% |
| All | +284.4% | +346.6% | -62.2% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling