+4.8%
BBWI vs ZCMD
-100.0%
+104.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.5% |
| 7D | -8.0% | -2.0% | -6.0% | -8.0% |
| 30D | -6.6% | -19.8% | +13.2% | -6.6% |
| 3M | -2.7% | -62.1% | +59.4% | -2.8% |
| 6M | -12.8% | -99.5% | +86.7% | -10.2% |
| YTD | -10.5% | -99.7% | +89.3% | -7.0% |
| 1Y | -35.3% | -99.9% | +64.5% | -32.0% |
| 3Y | -47.7% | -100.0% | +52.3% | -42.3% |
| 5Y | -68.9% | -100.0% | +31.1% | -65.5% |
| All | +4.8% | -100.0% | +104.8% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling