-15.3%
ZBH vs WING
+0.4%
-15.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -2.3% | -2.5% | +0.3% | -2.0% |
| 30D | +12.5% | +29.5% | -17.1% | +9.8% |
| 3M | +3.9% | +40.2% | -36.2% | +0.5% |
| 6M | +25.4% | +32.7% | -7.3% | +21.4% |
| YTD | +15.7% | -32.8% | +48.5% | +18.1% |
| 1Y | +15.2% | -31.7% | +46.9% | +17.3% |
| 3Y | +0.3% | -24.7% | +25.1% | -6.1% |
| All | -15.3% | +0.4% | -15.7% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling