+24.7%
Z vs BBWI
-55.9%
+80.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| 6M | -24.5% | -13.4% | -11.1% | -22.9% |
| YTD | -49.3% | +0.1% | -49.4% | -50.6% |
| 1Y | -58.7% | -36.1% | -22.5% | -55.0% |
| 3Y | -34.1% | -44.1% | +10.0% | -28.6% |
| 5Y | -64.5% | -66.2% | +1.7% | -57.9% |
| 10Y | -0.5% | -54.8% | +54.3% | -16.0% |
| All | +24.7% | -55.9% | +80.6% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling