-14.5%
Z vs BBWI
-41.3%
+26.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.3% |
| 7D | -5.2% | -6.2% | +1.0% | -3.2% |
| 30D | +5.7% | +25.5% | -19.8% | -0.5% |
| 3M | -8.7% | +8.0% | -16.7% | -11.0% |
| 6M | -26.0% | +12.7% | -38.7% | -29.2% |
| YTD | -55.0% | +11.6% | -66.7% | -57.5% |
| 1Y | -58.0% | -0.9% | -57.1% | -59.5% |
| 3Y | -15.2% | -22.7% | +7.5% | -16.0% |
| 5Y | -53.8% | -67.2% | +13.4% | -44.5% |
| 10Y | -14.5% | -43.7% | +29.2% | -34.1% |
| All | -14.5% | -41.3% | +26.8% | -34.1% |
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