-20.5%
ZBH vs WU
-28.6%
+8.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -4.9% | -4.9% | 0.0% | -3.7% |
| 30D | -3.2% | -1.3% | -2.0% | -2.9% |
| 3M | +5.8% | -3.6% | +9.4% | +5.6% |
| 6M | +2.0% | -24.3% | +26.3% | +8.9% |
| YTD | +5.8% | -21.1% | +26.9% | +11.5% |
| 1Y | -7.9% | -10.3% | +2.4% | -6.7% |
| All | -20.5% | -28.6% | +8.1% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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