-15.3%
ZBH vs WWD
+187.3%
-202.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -2.3% | +4.0% | -6.2% | -2.9% |
| 30D | +12.5% | +0.4% | +12.1% | +12.2% |
| 3M | +3.9% | -7.9% | +11.8% | +5.1% |
| 6M | +25.4% | -10.6% | +36.1% | +26.9% |
| YTD | +15.7% | +9.4% | +6.3% | +11.9% |
| 1Y | +15.2% | +25.7% | -10.6% | +8.0% |
| 3Y | +0.3% | +148.5% | -148.2% | -23.7% |
| All | -15.3% | +187.3% | -202.5% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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