-34.0%
Z vs BBWI
-43.7%
+9.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -5.0% | -2.9% |
| 7D | -3.0% | +1.5% | -4.5% | -3.4% |
| 30D | -4.2% | -5.2% | +1.0% | -3.1% |
| 3M | -3.7% | +11.1% | -14.8% | -6.8% |
| 6M | -24.5% | -13.4% | -11.1% | -22.8% |
| YTD | -49.3% | +0.1% | -49.4% | -50.4% |
| 1Y | -58.7% | -36.1% | -22.5% | -54.2% |
| All | -34.0% | -43.7% | +9.8% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling