-68.4%
BBWI vs ZCMD
-100.0%
+31.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.0% | -10.3% | -6.3% |
| 7D | -4.4% | -4.1% | -0.3% | -4.4% |
| 30D | -7.4% | -22.7% | +15.3% | -7.4% |
| 3M | -2.2% | -62.5% | +60.3% | -1.8% |
| 6M | -16.3% | -99.5% | +83.1% | -16.1% |
| YTD | -9.1% | -99.7% | +90.6% | -8.6% |
| 1Y | -34.5% | -99.9% | +65.4% | -33.8% |
| 3Y | -47.0% | -100.0% | +53.0% | -45.4% |
| All | -68.4% | -100.0% | +31.6% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling