-53.6%
Z vs BBWI
+2.4%
-56.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.1% | +5.3% | +8.5% |
| 7D | +10.2% | +8.8% | +1.4% | +8.2% |
| 30D | +23.7% | +34.8% | -11.1% | +16.6% |
| 3M | -6.6% | +12.9% | -19.5% | -9.4% |
| 6M | -23.0% | +29.6% | -52.6% | -27.2% |
| YTD | -50.3% | +20.8% | -71.1% | -52.4% |
| 1Y | -53.6% | +4.1% | -57.7% | -55.2% |
| All | -53.6% | +2.4% | -56.0% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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