+28.4%
BBWI vs ZCMD
-100.0%
+128.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.5% |
| 7D | +0.1% | -7.7% | +7.8% | +0.2% |
| 30D | +12.9% | -34.8% | +47.7% | +13.1% |
| 3M | +16.0% | -56.3% | +72.3% | +16.4% |
| 6M | +16.6% | -99.7% | +116.3% | +20.2% |
| YTD | +9.7% | -99.9% | +109.6% | +14.3% |
| 1Y | +1.5% | -99.9% | +101.4% | +6.3% |
| 3Y | -21.4% | -100.0% | +78.6% | -13.5% |
| 5Y | -67.6% | -100.0% | +32.4% | -63.7% |
| All | +28.4% | -100.0% | +128.4% | +35.4% |
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