+269.3%
ZBH vs WY
+153.5%
+115.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.4% |
| 7D | -5.2% | -2.1% | -3.2% | -4.5% |
| 30D | -2.4% | -10.5% | +8.1% | +1.5% |
| 3M | +8.3% | -4.9% | +13.1% | +10.0% |
| 6M | +0.7% | -4.9% | +5.6% | +2.1% |
| YTD | +5.3% | -1.7% | +7.0% | +5.2% |
| 1Y | -9.1% | -9.4% | +0.3% | -6.6% |
| 3Y | -19.7% | -22.3% | +2.6% | -14.0% |
| 5Y | -31.3% | -20.5% | -10.8% | -28.0% |
| 10Y | -18.9% | +4.9% | -23.9% | -28.5% |
| All | +269.3% | +153.5% | +115.9% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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