+4.1%
BBWI vs ZCMD
-99.9%
+104.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.1% | +4.1% |
| 7D | +8.8% | -13.3% | +22.1% | +8.7% |
| 30D | +34.8% | -49.6% | +84.5% | +34.4% |
| 3M | +12.9% | -54.6% | +67.5% | +12.6% |
| 6M | +29.6% | -99.8% | +129.3% | +18.3% |
| YTD | +20.8% | -99.9% | +120.6% | +10.7% |
| 1Y | +4.1% | -99.9% | +104.0% | -8.2% |
| All | +4.1% | -99.9% | +104.0% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling