-56.3%
Z vs BBWI
-67.9%
+11.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.8% | -1.4% |
| 7D | -4.6% | -6.2% | +1.6% | -2.3% |
| 30D | +8.3% | +19.9% | -11.6% | +2.8% |
| 3M | -11.6% | +7.1% | -18.8% | -13.8% |
| 6M | -33.6% | +13.7% | -47.3% | -37.0% |
| YTD | -56.7% | +9.6% | -66.3% | -59.0% |
| 1Y | -59.1% | -1.6% | -57.5% | -60.6% |
| 3Y | -20.4% | -25.9% | +5.5% | -21.1% |
| All | -56.3% | -67.9% | +11.6% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling