+284.4%
ZBH vs WWD
+3,485.5%
-3,201.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.1% |
| 7D | -2.8% | +1.3% | -4.1% | -3.1% |
| 30D | -0.1% | -7.2% | +7.1% | +1.7% |
| 3M | +13.4% | -3.8% | +17.3% | +13.9% |
| 6M | +3.0% | -9.9% | +12.9% | +4.5% |
| YTD | +9.7% | +14.8% | -5.2% | +4.2% |
| 1Y | -5.4% | +42.1% | -47.5% | -15.4% |
| 3Y | -15.6% | +170.8% | -186.4% | -37.9% |
| 5Y | -28.1% | +197.5% | -225.6% | -49.3% |
| 10Y | -15.2% | +477.8% | -493.1% | -51.1% |
| All | +284.4% | +3,485.5% | -3,201.1% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling