-17.4%
ZBH vs NWSA
+149.4%
-166.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -4.7% | -2.8% | -1.9% | -3.7% |
| 30D | -4.5% | +3.0% | -7.5% | -5.5% |
| 3M | +7.6% | +12.3% | -4.7% | +3.3% |
| 6M | +0.3% | +21.9% | -21.6% | -6.5% |
| YTD | +4.5% | +13.6% | -9.0% | -0.6% |
| 1Y | -9.4% | +0.5% | -9.9% | -10.3% |
| 3Y | -21.5% | +43.8% | -65.2% | -32.7% |
| 5Y | -28.4% | +41.2% | -69.6% | -39.9% |
| All | -17.4% | +149.4% | -166.7% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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