+39.1%
ZBH vs NWSA
+123.2%
-84.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.1% | -3.3% |
| 7D | -5.2% | -2.6% | -2.6% | -4.3% |
| 30D | -2.4% | +4.6% | -7.0% | -3.9% |
| 3M | +8.3% | +10.2% | -1.9% | +4.6% |
| 6M | +0.7% | +21.6% | -21.0% | -6.1% |
| YTD | +5.3% | +14.6% | -9.3% | -0.1% |
| 1Y | -9.1% | +0.4% | -9.4% | -10.0% |
| 3Y | -19.7% | +45.0% | -64.7% | -31.2% |
| 5Y | -31.3% | +41.3% | -72.6% | -42.1% |
| 10Y | -18.9% | +142.8% | -161.7% | -47.4% |
| All | +39.1% | +123.2% | -84.1% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling