-20.5%
ZBH vs WING
-29.7%
+9.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | -4.9% | -2.3% | -2.6% | -4.9% |
| 30D | -3.2% | -5.6% | +2.4% | -3.1% |
| 3M | +5.8% | -22.9% | +28.7% | +6.4% |
| 6M | +2.0% | -50.4% | +52.4% | +3.1% |
| YTD | +5.8% | -53.3% | +59.1% | +7.0% |
| 1Y | -7.9% | -61.2% | +53.3% | -6.9% |
| All | -20.5% | -29.7% | +9.2% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 3y: compounded portfolio wealth divided by compounded WING 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…
3y analysis · Full analysis span regression · 6 months rolling