-17.4%
ZBH vs WTW
+198.0%
-215.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -4.7% | -5.7% | +1.0% | -2.3% |
| 30D | -4.5% | -7.3% | +2.8% | -1.6% |
| 3M | +7.6% | +21.5% | -13.9% | -1.1% |
| 6M | +0.3% | +9.6% | -9.3% | -4.6% |
| YTD | +4.5% | -3.3% | +7.8% | +4.2% |
| 1Y | -9.4% | -6.1% | -3.2% | -8.6% |
| 3Y | -21.5% | +61.8% | -83.3% | -39.8% |
| 5Y | -28.4% | +42.7% | -71.1% | -42.6% |
| All | -17.4% | +198.0% | -215.4% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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