-57.7%
Z vs BBWI
+0.1%
-57.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +5.2% | +12.9% | -7.7% | +3.2% |
| 3M | -17.0% | +16.0% | -33.0% | -19.3% |
| 6M | -22.7% | +16.6% | -39.3% | -24.9% |
| YTD | -56.3% | +9.7% | -66.1% | -57.1% |
| 1Y | -57.7% | +1.5% | -59.1% | -58.3% |
| All | -57.7% | +0.1% | -57.8% | -58.3% |
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