-16.9%
Z vs BBWI
-45.0%
+28.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -13.1% | -7.7% | -5.3% | -10.9% |
| 30D | +5.9% | +24.8% | -18.9% | -0.2% |
| 3M | -13.7% | +16.2% | -29.9% | -17.5% |
| 6M | -27.1% | +15.8% | -42.9% | -30.8% |
| YTD | -56.8% | +11.4% | -68.2% | -59.1% |
| 1Y | -60.2% | +3.2% | -63.4% | -62.1% |
| 3Y | -19.7% | -23.5% | +3.8% | -20.2% |
| 5Y | -53.7% | -67.4% | +13.7% | -44.2% |
| 10Y | -16.9% | -46.0% | +29.1% | -36.4% |
| All | -16.9% | -45.0% | +28.1% | -36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling