+79.9%
ZBH vs WU
-21.8%
+101.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.7% |
| 7D | -2.3% | -2.0% | -0.2% | -1.6% |
| 30D | +12.5% | +11.4% | +1.1% | +8.5% |
| 3M | +3.9% | -6.8% | +10.7% | +6.1% |
| 6M | +25.4% | -14.6% | +40.1% | +30.1% |
| YTD | +15.7% | -20.6% | +36.3% | +22.6% |
| 1Y | +15.2% | -15.4% | +30.5% | +19.3% |
| 3Y | +0.3% | -23.6% | +24.0% | +5.6% |
| 5Y | -16.1% | -43.4% | +27.3% | -4.6% |
| 10Y | +17.8% | -38.8% | +56.6% | +27.3% |
| All | +79.9% | -21.8% | +101.7% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling