-1.4%
ZBH vs WING
+405.9%
-407.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.8% | -3.9% | +1.0% | -2.4% |
| 30D | -0.1% | -11.6% | +11.5% | +1.3% |
| 3M | +13.4% | -24.2% | +37.6% | +16.7% |
| 6M | +3.0% | -54.1% | +57.0% | +12.1% |
| YTD | +9.7% | -53.9% | +63.6% | +18.5% |
| 1Y | -5.4% | -64.4% | +59.0% | +5.2% |
| 3Y | -15.6% | -30.2% | +14.6% | -19.6% |
| 5Y | -28.1% | -34.1% | +6.0% | -33.8% |
| 10Y | -15.2% | +342.1% | -357.4% | -44.5% |
| All | -1.4% | +405.9% | -407.2% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling