-64.8%
Z vs BBWI
-66.0%
+1.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -5.0% | -3.0% |
| 7D | -3.0% | +1.5% | -4.5% | -3.4% |
| 30D | -4.2% | -5.2% | +1.0% | -3.0% |
| 3M | -3.7% | +11.1% | -14.8% | -7.3% |
| 6M | -24.5% | -13.4% | -11.1% | -22.7% |
| YTD | -49.3% | +0.1% | -49.4% | -50.7% |
| 1Y | -58.7% | -36.1% | -22.5% | -54.4% |
| 3Y | -34.1% | -44.1% | +10.0% | -28.2% |
| All | -64.8% | -66.0% | +1.2% | -61.3% |
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 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